Real Madrid have never won the treble (Champions League, La Liga and Copa del Rey), and manager Carlo Ancelotti will be hoping to achieve such a great feat at the Santiago Bernabeu during his second spell in the dugout.
Los Blancos won their 14th silverware in the elite European competition last term alongside a 35th league title, but failure to win the Copa del Rey denied them a chance to make it a clean swoop.
As a matter of fact, Madrid last won the King's Cup during the 2013-14 campaign, and while they won the Champions League at the end of that same season, the La Liga title eluded them despite la liga predictions today predicting the Los Blancos to win the race to the title ahead of Barcelona and Atletico Madrid who were crowned winners at the end.
Last season, the Spanish giants were eliminated in the quarter-finals by Athletic Bilbao, and it was not particularly surprising as they have not performed well in the competition since they last won it.
Madrid were eliminated by Alcoyano in the round-of-32 in 2020-21, by Real Sociedad in the quarterfinal in 2019-20, by Barcelona in the semifinals in 2018-19 and getting dumped out of the competition in the quarterfinals in both 2017-18 and 2016-17 by Leganes and Celta Vigo, respectively.
In 2015-16, Cadiz progressed to the last-16 at their expense, while their attempt to defend the cup was ended by Atletico Madrid in the last-16 in 2014-15.
Los Merengues have won the competition just twice since 1993, and it is safe to say their failure to perform well in it has hindered their chances of clinching a historic treble.
Clearly, having enough squad depth is key to winning all available competitions in a season, and Madrid need that, or show that they have it.
The question is whether they have enough quality on the bench to mount a strong challenge across all competitions this term, and this is a good time to look at that with the summer transfer window now shut.
Ancelotti's side sold five players during the window, with Casemiro, Borja Mayoral, Takefusa Kubo, Miguel Gutierrez and Victor Chust moving to Manchester United, Getafe, Real Sociedad, Girona and Cadiz, respectively.
The trio of Luka Jovic, Isco and Gareth Bale joined Fiorentina, Sevilla and Los Angeles FC, respectively for free, while Marcelo is yet to sign for a new club following his exit.
At the other end, German centre-back Antonio Rudiger joined on a free from Chelsea after his deal expired, and French defensive midfielder Aurelien Tchouameni arrived from AS Monaco for around £85million, penning a six-year deal.
While only two players got signed, the Madrid squad is still very solid, but losing Casemiro could end up being a huge blow.
Getting an initial £60million for the 30-year-old Brazilian is a deal that was too good to be turned down, and even though Tchouameni has settled down well and hit the ground running, the 22-year-old is not that experienced yet and could have some bad days this season.
The Frenchman is already proving to be the perfect long-term replacement to Casemiro, but if he can start making an impact immediately on a consistent level really remains to be seen.
A look at the whole squad points at the need to have a capable cover for Karim Benzema, with none of the current striking options able to provide quality services in the absence of the Frenchman.
Marco Asensio, Eden Hazard, Vinícius Júnior, Rodrygo and Mariano Díaz are all solid players, but none of them possess the goalscoring abilities of the UEFA Men's Player of the Year.
As a result, keeping Benzema available and fit all season is key to Madrid's chances of impressing across all competitions, but the need to give the 34-year-old deserved and needed rest could see Ancelotti prioritize the Champions League and La Liga over the Copa del Rey again.
Defending both of the trophies they won last season will not be easy, and attempting to win it all will even make things tougher for Madrid.
However, it is something this team are capable of, and the players are definitely up for the challenge.
With most La Liga titles and most Champions League triumphs in history to their name, Madrid do not have anything to prove.
They are the greatest club on the planet without any iota of doubt, and everyone will be trying to get the better of them this season. Is this the campaign where they finally land a treble?
Only time will tell.