Zinedine Zidane says he held talks with club president Florentino Perez regarding the possibility of making new signings in the January transfer window.
Madrid are reportedly close to sealing a €20 million move for Athletic Bilbao goalkeeper Kepa Arrizabalaga.
Madrid also continue to monitor Harry Kane and Eden Hazard.
"Kepa is not a Real Madrid player," Zidane said. "I think only about my players. With the president, we talked about everything, and maybe about reinforcements. As of today there will be no signings, but anything can happen until [Jan.] 31.
"Maybe somebody comes, anything can happen, but I do not want any player to leave this squad. A coach always at the start of the season puts his squad together, and I am happy with it, whatever happens.
"The defeat in the Clasico hurt, but Madrid never gives up, and we will not give up. We will fight until the end of May for everything we are facing, for sure."