Memories of four years ago, when Anna Signeul's side failed to make the finals in Finland after losing on away goals to Russia – despite winning the second leg 2-1 in Nalchik – are etched deeply in the psyche of this squad.
Signeul believes that the 1-1 draw at Hampden on Saturday was misinterpreted, and that although her side defended deeply in the first half, the caution was fully justified.
"Home and away games in a play-off are not like group matches," she pointed out. "Of course, you want to win at home, but you have to make sure you don't lose. There is a balance to be found. We wanted more, and were disappointed at giving the ball away too easily at times, but we'll take the 1-1.
"This game is easier because we know exactly what we have to do. We know one goal is enough if they don't score. If both sides score, we will have the advantage."
The squad hope that some of Real Madrid's aura will rub off on them, having visited the Bernabeu and its museum yesterday morning.
Tonight's venue could not be more different – a 1300-seater stadium at the Spanish Football Federation's headquarters in Las Rozas, just outside the Spanish capital.
The players trained on the pitch for the first time last night and although happy with the playing surface, Signeul does not believe it is a suitable venue for such a match.
"It's a training stadium and I don't think a European Championship play-off match should be played in a training stadium," she said.