The appearance of Pepe was the biggest surprise of Real Madrid's training session on Wednesday.
The Portuguese centre-half returned to the squad for the first time since undergoing surgery on his ankle on 2 January.
All Madrid first teamers attended the session with the exception of the players on international duty and the injured Iker Casillas.
They trained alongside the Real Madrid C team but were also joined by Real Madrid Castilla player José Rodríguez.
Goalkeepers Diego López, Antonio Adán and Jesús Fernández all trained together in a separate group.