Video footage has emerged of a group of fans, claimed to consist of Legia ultras, punching and kicking riot police to the ground outside the Santiago Bernabeu stadium.
A large crowd of individuals was also seen throwing missiles at security services, before mounted police charged to disperse the group.
On Tuesday, police were called to a disturbance at a bar in the city, where some fans had reportedly argued with waiters over a bill.
Reports in the Spanish media have claimed that three people, all Legia fans, had earlier been arrested for public order disturbances.
Close to 4,000 Legia fans were expected to make the trip to the Spanish capital for the Group F clash, with a significant police presence installed around the stadium in the hours leading up to the match.
The return match is due to be played behind closed doors after UEFA dismissed an appeal from Legia against sanctions relating to crowd trouble.
Fans had been found guilty of crowd disturbances, setting off fireworks, throwing objects and racist behaviour during the defeat to Borussia Dortmund last month, while the club were deemed culpable for blocked stairwells and insufficient organisation.
Legia released a statement in which they pledged to punish ultras who were seen attacking stadium stewards with pepper spray as they attempted to cross barriers to reach their Dortmund counterparts.