Ashley Young, Paul Scholes and Jonny Evans were also training, meaning Sir Alex Ferguson's squad will be at full strength for their trip to Spain.
However, by opting to remain in Manchester for their final training session, as they have done all season, Ferguson was aiming to keep his plans for the game secret.
It has been predicted Jones will be handed a midfield holding role, after successfully shackling Gareth Bale and Marouane Fellaini in recent weeks.
Ferguson has plenty of alternatives though, which include Scholes, Tom Cleverley and Anderson, even though Michael Carrick is among those virtually certain to start.
Real were hardly any more forthcoming, opting to do their stretching session on the furthest pitch away from the cameras and not doing any meaningful work until after the media had left.
Former Liverpool midfielder Xabi Alonso is expected to be fit and did train on Tuesday morning despite doubts being expressed in the Spanish media about his participation.
Local reports also suggest up to 5,000 United fans will fly in for the game, a significant number of them without tickets.
Evans does not feel United have any reason to feel inferior against Real.
Real are 33 matches undefeated on home soil since they were beaten by Barcelona in 2012 and in four meetings with United at one of world football's citadels the worst they have done is draw twice.
However, Evans does not view that as an excuse to fret.
After all, United are now within touching distance of a record 20th league title and their record of three Champions League finals in the last five seasons far exceeds Real's record over the same period, which includes just two semi-final appearances.
"We can't be daunted," said the Northern Ireland defender.
"We are Manchester United. Teams look up to us as well.
"I am sure the same pressures will be on them. They have good players who can hurt you but we play against Premier League opposition every week and that is one of the best leagues in the world.
"It is just as if we were playing against Manchester City or Liverpool. They are top players and we have to be spot on."