The Spanish champions travel to Dortmund in midweek to face Borussia in the first leg of their semi-final clash but may have to do so without two of their stars.
Marcelo was stretchered off during Madrid's 3-1 win over Real Betis on Saturday and will be sidelined for three weeks.
More tests are set to be carried out on the Brazilian but the initial prognosis shows that he has a slight muscle tear in his left leg.
Modric pulled up just after the hour mark against Betis after pulling a muscle and was unable to train with the rest of the squad on Sunday.
Also carrying knocks after the weekend action are Karim Benzema, who has bruised toes, and goalkeeper Diego Lopez, who has a sore hip.