Even worse than in the opening days of pre-season training, injuries sustained at this time of year can be soul-destroying.
Players will often manage to get over the tough, opening days of the physical campaign in good shape and feeling as fit as they can be when all of a sudden, injury strikes.
So it was with Jesús Vallejo. Signed two seasons ago from Real Zaragoza, the young defender has only just started training with the full Real Madrid squad and will have been hoping to seize the opportunity of challenging for a first-team place as the big kick-off approaches.
In the way that many players joining Real Madrid have come to accept is the normal, Jesús stayed at Real Zaragoza before going out on loan to Eintracht Frankfurt in Germany.
Having linked up with Zidane et al for the pre-season, Jesús picked up a thigh strain in training at Valdebebas last week and will be bitterly disappointed to miss out on this important period.
The couple of weeks leading up to the opening league fixtures are a time when no player wants to be injured. In terms of priorities, you couldn't really have picked a worse moment for this to happen; apart from during the season proper of course.
And at this stage all the hard work has been done; and everyone's fitness levels are as they should be. Antonio Pintus will have seen to that, and the players just want games.
Jesús will therefore be bitterly disappointed to be injured at the moment.
A thigh muscle strain along the lines of that described in Real Madrid's official communication isn't necessarily all that bad though; and provided it is nothing serious, then it shouldn't be long before Jesús is back in full training.
Hopefully this recent injury to his left thigh won't be too much of a hinderance to the former Real Zaragoza captain and under-19 Spanish international.
He suffered last season with a similar but not necessarily the same injury and missed several matches in La Liga 2 for Real Zaragoza. At that stage the injuries were becoming more and more frequent. So frequent in fact that Real Madrid actually brought him back to the club in order to manage his treatment and subsequent rehabilitation.
This is normal practice when a player goes out on loan. The parent club always takes over the medical care and that's not a reflection of the medical facilities at Real Zaragoza. It is just generally accepted that injury treatment where longer-term problems are involved are managed 'at home'.
Simple, straight-forward knocks and bruises together with minor strains and sprains are usually dealt with by the clubs the players are loaned to; but as with Jesús, where injuries are of a recurrent nature or require lengthy management then a different approach is usually taken.
If a player out on loan is injured and likely to miss a number of matches as a result, then it makes more sense to recall him to the parent club where his progress really can be monitored.
There has been a lot written so far about the fact that Jesús has suffered with injuries for long periods last season and it would be very easy to say that his current muscle problem will restrict his progress.
However, all players get injured and that's something we need to take into account when discussing topics like this.
Please accept my apologies for once again referring to what is perhaps the most quoted piece of statistical information in football: that which shows that an average elite football club can expect to pick up at least two injuries per player per season based on a squad of twenty-five players (Ekstrand et al, 2011).
Injuries happen. Sometimes there's not a lot that can be done about this and while it's possible to prevent some injuries which may be deemed avoidable, you can't legislate for everything.
Often, as was the case with James Rodriguez, when a player suffers continually with repeated injuries then there tends to be an underlying cause. This is usually biomechanical, and once this has been identified then the injuries become less frequent.
Hopefully, Jesús will take heart from that and not become too disconsolate in the meantime.
The medical statement released by the club merely indicates that Jesus has sustained an injury that is muscular in nature without being too specific.
Without any apparent pressure at the moment to be available for selection if required, Jesús will be able to devote the appropriate time required in order to make a full recovery.
At this stage nobody appears to have any concerns and the early indications are that Jesús is likely to return to full training in the not too distant future.
Hopefully he'll get to wear that number 3 jersey vacated by Pepe before much longer!
Ekstrand J, Hagglund M, Walden M (2011). Injury Incidence and Injury Patterns in Professional Football. The UEFA Injury Study. British Journal of Sports Medicine. Vol 45; 553 – 558.