Liverpool and Tottenham fans have been warned to watch out for organised gangs attempting to steal Champions League tickets.
Spanish police have already seized fake steward bibs, imitation devises for checking tickets and false accreditations.
And they are warning supporters to watch out and not show their tickets to anyone outside of official zones.
UEFA issued a warning about fake tickets circulating on the black market and police have stepped up their clampdown on what is an organised attempt to defraud supporters or - at worst - steal their authentic tickets.
More than 100,000 Liverpool and Spurs supporters are expected to be in Madrid for the game with just 17,000 tickets each for the clubs.
Rumours swept the city that 4,000 official tickets would be released on Saturday morning but this has been dismissed by UEFA.
"The Spanish police have seized fake steward bibs, fake devices for the technical ticket check, as well as fake accreditations," said a statement from European football's governing body.
"This makes us believe that an organised group of people, impersonating genuine stewards or officials might try to act as if they were conducting the visual or technical ticket check, with the aim of stealing tickets during such controls.
"Supporters should therefore make sure they only show their tickets at the clearly marked check zones and not to individuals or small groups of people who could be wearing fake bibs and might approach them on the way to the stadium, outside of the official check zones."
