Atletico have been handed a three-match stadium ban at their Vicente Calderon home from Uefa, due to crowd trouble during their match against Marseille.
“To say the decision is a bit late in the day, is to put it mildly,” Reds chief executive Rick Parry told the club’s official website.
“We have 3,000 fans going to the game and we are extremely concerned for our supporters, the vast majority of whom have already made travel arrangements.
“If the match is played at least 300 kilometres from Madrid, it will cause major disruption, inconvenience and large additional expense for our fans.
“Uefa have to take their needs into account when making a final decision on the game.”