| Spanish Primera Liga |
| No. | Date | Ven | Opponent | Result | HT | Scorers | Attend |
| 1 | 28-Aug-11 | A | Real Zaragoza | W | 6-0 | (2-0) | Ronaldo 24, 71, 87; Marcelo 28; Alonso 64; Kaka 82 | 32,000 |
| 2 | 10-Sep-11 | H | Getafe | W | 4-2 | (1-1) | Benzema 14, 69; Ronaldo 60p; Higuain 88 | 60,000 |
| 3 | 18-Sep-11 | A | Levante | L | 0-1 | (0-0) | | 25,000 |
| 4 | 21-Sep-11 | A | Racing Santander | D | 0-0 | (0-0) | | 21,000 |
| 5 | 24-Sep-11 | H | Rayo Vallecano | W | 6-2 | (2-1) | Ronaldo 38, 51p, 84p; Higuain 45; Varane 67; Benzema 73 | 65,000 |
| 6 | 02-Oct-11 | A | Espanyol | W | 4-0 | (1-0) | Higuain 17, 66, 89; Callejon 82 | 38,000 |
| 7 | 15-Oct-11 | H | Real Betis | W | 4-1 | (0-0) | Higuain 46, 70, 73; Kaka 59 | 76,000 |
| 8 | 22-Oct-11 | A | Malaga | W | 4-0 | (4-0) | Higuain 11; Ronaldo 23, 28, 38 | 28,500 |
| 9 | 26-Oct-11 | H | Villarreal | W | 3-0 | (3-0) | Benzema 5; Kaka 11; Di Maria 31 | 70,000 |
| 10 | 29-Oct-11 | A | Real Sociedad | W | 1-0 | (1-0) | Higuain 9 | 31,000 |
| 11 | 06-Nov-11 | H | Osasuna | W | 7-1 | (3-1) | Ronaldo 23, 54p, 58; Pepe 34; Higuain 40; Benzema 63, 81 | 75,000 |
| 12 | 19-Nov-11 | A | Valencia | W | 3-2 | (1-0) | Benzema 20; Sergio Ramos 72; Ronaldo 80 | 80,000 |
| 13 | 26-Nov-11 | H | Atletico Madrid | W | 4-1 | (1-1) | Ronaldo 24p, 82p; Di Maria 49; Higuain 65 | 80,000 |
| 14 | 03-Dec-11 | A | Sporting Gijon | W | 3-0 | (1-0) | Di Maria 35; Ronaldo 64; Marcelo 90 | 23,500 |
| 15 | 10-Dec-11 | H | Barcelona | L | 1-3 | (1-1) | Benzema 1 | 79,900 |
| 16 | 17-Dec-11 | A | Sevilla FC | W | 6-2 | (3-0) | Ronaldo 10, 41, 86; Callejon 37; Di Maria 66; Altintop 89 | 40,000 |
| 17 | 07-Jan-12 | H | Granada Atletico | W | 5-1 | (2-1) | Benzema 19, 50; Sergio Ramos 34; Higuain 47; Ronaldo 89 | 72,000 |
| 18 | 14-Jan-12 | A | Real Mallorca | W | 2-1 | (0-1) | Higuain 72; Callejon 84 | 20,000 |
| 19 | 22-Jan-12 | H | Athletic Bilbao | W | 4-1 | (1-1) | Marcelo 25; Ronaldo 47p, 67p; Callejon 86 | 75,000 |
| 20 | 28-Jan-12 | H | Real Zaragoza | W | 3-1 | (1-1) | Kaka 32; Ronaldo 49; Ozil 56 | 75,000 |
| 21 | 04-Feb-12 | A | Getafe | W | 1-0 | (1-0) | Sergio Ramos 19 | 13,000 |
| 22 | 12-Feb-12 | H | Levante | W | 4-2 | (1-1) | Ronaldo 45p, 50, 57; Benzema 66 | 75,000 |
| 23 | 18-Feb-12 | H | Racing Santander | W | 4-0 | (2-0) | Ronaldo 6; Benzema 45, 89; Di Maria 73 | 80,000 |
| 24 | 26-Feb-12 | A | Rayo Vallecano | W | 1-0 | (0-0) | Ronaldo 54 | 12,652 |
| 25 | 04-Mar-12 | H | Espanyol | W | 5-0 | (2-0) | Ronaldo 23; Khedira 38; Higuain 47, 78; Kaka 66 | 78,000 |
| 26 | 10-Mar-12 | A | Real Betis | W | 3-2 | (1-1) | Higuain 25; Ronaldo 52, 73 | 50,000 |
| 27 | 18-Mar-12 | H | Malaga | D | 1-1 | (1-0) | Benzema 35 | 78,000 |
| 28 | 21-Mar-12 | A | Villarreal | D | 1-1 | (0-0) | Ronaldo 62 | 20,500 |
| 29 | 24-Mar-12 | H | Real Sociedad | W | 5-1 | (3-1) | Higuain 6; Ronaldo 32, 56; Benzema 40, 49 | 80,000 |
| 30 | 31-Mar-12 | A | Osasuna | W | 5-1 | (3-0) | Benzema 7; Ronaldo 37, 70; Higuain 40, 77 | 19,800 |
| 31 | 08-Apr-12 | H | Valencia | D | 0-0 | (0-0) | | 79,000 |
| 32 | 11-Apr-12 | A | Atletico Madrid | W | 4-1 | (1-0) | Ronaldo 25, 68, 83p; Callejon 87 | 41,000 |
| 33 | 14-Apr-12 | H | Sporting Gijon | W | 3-1 | (1-1) | Higuain 37; Ronaldo 74; Benzema 82 | 78,000 |
| 34 | 21-Apr-12 | A | Barcelona | W | 2-1 | (1-0) | Khedira 17; Ronaldo 73 | 98,000 |
| 35 | 29-Apr-12 | H | Sevilla FC | W | 3-0 | (1-0) | Ronaldo 19; Benzema 48, 52 | 75,000 |
| 36 | 02-May-12 | A | Athletic Bilbao | W | 3-0 | (2-0) | Higuain 16; Ozil 20; Ronaldo 50 | 39,500 |
| 37 | 05-May-12 | A | Granada Atletico | W | 2-1 | (0-1) | Ronaldo 81p; Cortes(og) 90 | 22,000 |
| 38 | 13-May-12 | H | Real Mallorca | W | 4-1 | (2-0) | Ronaldo 19; Benzema 23; Ozil 49, 58 | 80,000 |
|
|
| Spanish Cup |
| Date | Ven | Opponent | Result | HT | Scorers | Attend |
| 4 L1 | 13-Dec-11 | A | Ponferradina | W | 2-0 | (1-0) | Callejon 29; Ronaldo 74 | --,--- |
| 4 L2 | 20-Dec-11 | H | Ponferradina | W | 5-1 | (2-0) | Callejon 25, 88; Sahin 44; Varane 49; Joselu 79 | --,--- |
| 5 L1 | 03-Jan-12 | H | Malaga | W | 3-2 | (0-2) | Khedira 68; Higuain 70; Benzema 78 | --,--- |
| 5 L2 | 10-Jan-12 | A | Malaga | W | 1-0 | (0-0) | Benzema 72 | --,--- |
| QF L1 | 18-Jan-12 | H | Barcelona | L | 1-2 | (1-0) | Ronaldo 11 | --,--- |
| QF L2 | 25-Jan-12 | A | Barcelona | D | 2-2 | (0-2) | Ronaldo 68; Benzema 72 | --,--- |
|
|
| UEFA Champions League |
| Date | Ven | Opponent | Result | HT | Scorers | Attend |
| 1 Gp d | 14-Sep-11 | A | Dynamo Zagreb | W | 1-0 | (0-0) | Di Maria 53 | 35,847 |
| 1 Gp d | 27-Sep-11 | H | Ajax | W | 3-0 | (2-0) | Ronaldo 25; Kaka 41; Benzema 49 | 78,000 |
| 1 Gp d | 18-Oct-11 | H | Lyon | W | 4-0 | (1-0) | Benzema 18; Khedira 47; Lloris(og) 55; Sergio Ramos 81 | 76,102 |
| 1 Gp d | 02-Nov-11 | A | Lyon | W | 2-0 | (1-0) | Ronaldo 24, 70p | 38,357 |
| 1 Gp d | 22-Nov-11 | H | Dynamo Zagreb | W | 6-2 | (4-0) | Benzema 2, 66; Maria Callejon 6, 49; Higuain 9; Ozil 20 | 68,000 |
| 1 Gp d | 07-Dec-11 | A | Ajax | W | 3-0 | (2-0) | Maria Callejon 13, 90; Higuain 41 | 51,557 |
| PO L1 | 21-Feb-12 | A | CSKA Moscow | D | 1-1 | (1-0) | Ronaldo 28 | 70,000 |
| PO L2 | 14-Mar-12 | H | CSKA Moscow | W | 4-1 | (1-0) | Higuain 26; Ronaldo 55, 90; Benzema 70 | 83,493 |
| QF L1 | 27-Mar-12 | A | APOEL Nicosia | W | 3-0 | (0-0) | Benzema 74, 90; Kaka 82 | 22,000 |
| QF L2 | 04-Apr-12 | H | APOEL Nicosia | W | 5-2 | (2-0) | Ronaldo 26, 75; Kaka 36; Maria Callejon 80; Di Maria 84 | 50,865 |
| SF L1 | 17-Apr-12 | A | Bayern Munich | L | 1-2 | (0-1) | Ozil 53 | 69,000 |
| SF L2 | 25-Apr-12 | H | Bayern Munich | W | 2-1 | (2-1) | Ronaldo 6p, 14 [aet, pen 1-3] | 82,619 |
Score distributions by match - goals scored by row, and goals conceded by column. Each box shows the number of this season's matches with the resulting scoreline.