With Ronaldo suspended following his red card in last year's final defeat to Atletico Madrid and Bale left in the Spanish capital due to the flu, Real boss Carlo Ancelotti handed starts to young forwards Alvaro Morata and Jese Rodriguez.
However, the Spanish under-21 duo failed to impress as Real failed to find the net for just the second time this season.
After a first-half devoid of clear-cut chances, Madrid improved markedly after the break as Isco and Morata both wastefully fired wide when presented with good sights of goal.
However, even the French international couldn't find the breakthrough as he flashed a shot just wide with his best opening 11 minutes from time.
Madrid will though still be heavy favourites to progress when the two sides meet again for the second-leg at the Santiago Bernabeu on December 18.