Los Blancos ran out 4-0 winners in the first leg of their last-32 clash at the end of October, and therefore only a miracle will prevent the European champions from progressing to the next round of the competition.
Santiago Solari has won six of his seven matches in charge of Real Madrid, the last of which was a 2-0 success at home to Valencia in La Liga on Saturday night. The result moved Los Blancos to within three points of the top of the table, although that is back to six with Barcelona triumphing on Sunday night.
The only blemish on Solari's record was a 3-0 defeat away to Eibar on November 11. The capital giants bounced back from that result, however, by winning 2-0 at Roma in the Champions League before overcoming Valencia.
It has been a strange season for Los Blancos, but it could still be a very successful one. They head off later this month to compete in the Club World Cup once again, and in truth, have four kind matches to play before then.
Indeed, following this game they will travel to La Liga's basement side Huesca, before hosting CSKA Moscow in the Champions League next week having already qualified for the next round as group winners.
Real Madrid will then host Rayo Vallecano in La Liga on December 15 before heading out to the United Arab Emirates. Solari will be able to keep his players fresh over the next few weeks with the art of rotation, and the poor start to the season would be forgotten with a positive end to 2018.
The Copa del Rey is a competition that Real Madrid have won on 19 occasions, although they have not triumphed since 2014. Barcelona have utterly dominated this tournament in recent years, but this perhaps might represent Real Madrid's best chance of silverware this season. Indeed, it is very difficult to imagine the capital giants winning a fourth straight Champions League crown.
Los Blancos were shocked at the Bernabeu during last year's competition though as they suffered a 2-1 home defeat to Leganes in the second leg of their quarter-final to exit the tournament. This is a new and fairly vulnerable Real Madrid, but they will have no problems progressing to the round of 16.
Recent form: DWDWLW
Recent form (all competitions): WWWLWW
Melilla operate in the third tier of Spanish football, but the city of Melilla is one of two Spanish enclaves on the African continent, meaning that Real Madrid had to travel over the Mediterranean Sea for the first leg in October.
For the most part, Melilla gave a very good account of themselves in the first leg, but Madrid scored twice in each half to secure a four-goal advantage. Thursday will be the end of their Copa del Rey journey this season, but there is no question that the players will relish the opportunity to play at the Bernabeu.
Melilla have competed at Segunda B level since the 1987-88 campaign, when they were promoted from the fourth tier. They have finished sixth and fifth in their last two seasons in the Segunda B, but are going very well this term as they look to earn promotion to the Segunda Division for the first time.
Indeed, Sunday's 1-0 win over Sanluqueno was their fifth straight league success. All five of those victories have arrived since the defeat to Madrid, and that run of form has left them top of Group 4 of the Segunda B on 36 points.
Eleven wins, three draws and just one defeat – that is how the team has performed in the league this season, and they are a huge nine points clear of third-placed Cartagena. Thursday is a huge game in their history, but perhaps more important is their home match with Villanovense in the league at the weekend.
Unlike Madrid, Melilla's Copa del Rey journey for the 2018-19 campaign started on September 5. Indeed, they had to overcome Yeclano, Tudelano and Ontinyent to reach the round of 32, and they have never been past this stage.
Recent form: LLWWWL
Recent form (all competitions): LWWWWW
Head coach Solari will ring the changes from the clash with Valencia. Nacho and Casemiro are both still absent for Real Madrid, while Alvaro Odriozola faces a late fitness test as the Spaniard looks to be involved.
Karim Benzema played and scored in the first leg against Melilla, but Mariano Diaz is expected to get the nod for this match, with Vinicius Junior, Isco and Marco Asensio also coming into the starting XI.
Alfonsito should also be handed a midfield role, while Yacine Qasmi is the club's leading scorer this season with 10 goals, and the 27-year-old will be tasked with finding the back of the net against Los Blancos.
Real Madrid possible starting lineup:
Navas; Carvajal, Sanchez, Varane, Reguilon; Isco, Llorente, Ceballos; Asensio, Mariano, Vinicius
Melilla possible starting lineup:
Barrio; Chakla, Mahanan, Segura, Carrion; Ruano, B Martin, Alfonsito, Otegui, Martinez; Qasmi
Head To Head
The first leg, which finished 4-0 to Real Madrid, was the first time that these two teams had locked horns in any competition.
We say: Real Madrid 4-0 Melilla
It will be a fantastic occasion for Melilla, but Real Madrid will be far too strong on the afternoon. We fancy another 4-0 success, which would mean 8-0 on aggregate.