A Jude Bellingham strike just before the hour-mark decided Wednesday's Champions League tie inside the Bernabeu, which extended the Bianconeri's winless streak to a staggering seven games.
The stoppage time success over Inter Milan in the seven-goal Derby d'Italia clash on 13 September was the last time Juventus delivered victory.
After five stalemates on the spin, followed by back-to-back defeats is a real worry for the Juve hierarchy. Head coach Igor Tudor is under intense pressure as his side have failed to score in their past three matches.
It was a lame display to lose 2-0 at Como, who Tudor criticized before the contest and called the lakeside outfit "a small club". There was never any real hope of picking up a shock victory against the La Liga leaders in the Spanish capital.
It turned out to be a deja vu of their summer's FIFA Club World Cup last 16 encounter, when Di Gregorio made 10 outstanding saves to earn Juventus a flattering 1-0 reversal. Only this time on Spanish soil the keeper only made eight stops, including some double saves, to prevent a hefty defeat.
Di Gregorio admitted: "We had a fantastic attitude, and I'm very proud of my team-mates. I'm disappointed we conceded, winning is the most important thing."
Tudor shook things up with skipper Manuel Locatelli dropped to the bench for his cheeky Instagram dig about being the team's leader, with a photo clearly displaying him sporting the captain's armband on his post.
Yildiz elevated to Juventus captaincy
Weston McKennie, whose long throws gave Juve an added bonus, was picked instead of Italy international Locatelli. Turkish talent Kenan Yildiz took over the captaincy in the absence of injured vice-captain Gleison Bremer.
While Teun Koopmeiners was given the nod over Francisco Conceicao to start, and Dusan Vlahovic favored to tackle Madrid.
The visitors almost made a perfect start, only for Yildiz's opening minute shot from outside the box to be blocked and McKennie's effort soaring past the left upright on 10 minutes.
Federico Gatti, who was dropped by Italy for their last World Cup qualifiers, surprised Madrid keeper Thibaut Courtois with a long-range attempt on the quarter-of-an-hour mark.
Real Madrid found their rhythm
Madrid, who were bossing the game possession wise, were suddenly jolted into action with ever alert Di Gregorio preventing an Aurelien Tchouameni header and a Brahim Diaz shot from breaking the deadlock before 30 minutes were on the clock.
Di Gregorio denied both Arda Guler and Kylian Mbappe to keep the scores level at half-time, although Los Blancos were by far the superior side.
Juventus showed spirit in the opening second-half exchanges, obviously inspired by Tudor's words of wisdom during the interval team talk.
Yildiz fired high and wide, Vlahovic's pace and power presented him with a chance to score only for Courtois to be equal to the attempt, with Daniele Rugani heading wide of the gaping goalmouth.
Kelly slow to deal with loose ball
These trio of opportunities were rued on 57 minutes when England international Bellingham, who had twice gone close to scoring in swift succession, but made no mistake when gifted the ball.
Vinicius Junior's shot beat Di Gregorio and rebounded off the right post into the path of Bellingham to find the bottom right corner, quicker to react than Lloyd Kelly.
Tudor resorted to his usual bizarre set of substitutions, which included withdrawing the creative talent of Yildiz and industrious striker Vlahovic, who are both in contract chaos with the club. The pair, on Barcelona's wanted list, were replaced by forwards Jonathan David and Lois Openda.
It appeared that this would open the floodgates, but Di Gregorio stood firm and it was Juventus who came close to finding the back of the net during stoppage time 88th-minute substitute Filip Kostic unleashed a left-footer from outside the box that Courtois could only double fist away.
Bianconeri should bounce back
Juve's Champions League campaign leaves them languishing 25th on just two points after three league phase matches, not good enough to contest the lottery of the play-offs to reach the last 16.
Yet the Bianconeri have been handed a favorable draw in Europe's leading club competition and will expect to bounce back to winning ways.
They host Sporting Lisbon (4 November), visit Bodo/Glint (25 November), entertain minnows Pafos (10 December), welcome Jose Mourinho's Benfica (21 January) before potentially tackling former Juventus ace Paul Pogba at AS Monaco (28 January).
Tudor faces ex-Juve boss Maurizio Sarri and his Lazio side in the Stadio Olimpico on Sunday, which is a must-win contest for Juventus.
Serie A do-or-die for Tudor
Two Serie A matches in the space of four days, home to Udinese (29 October) followed by a trip to newly-promoted Cremonese (1 November), will surely determine Tudor's future.
Failure to win at least two of his forthcoming three Serie A encounters is highly likely to result in the Croatian tactican being shown the exit door ahead of the Sporting Lisbon Champions League contest.
Tudor said in his post-match press conference: "We had a good approach, but it is a shame we didn't convert the chances we had. The only disappointment tonight is not having brought home any points.
"When you come to play in this stadium, it's always very difficult. You know you'll struggle at times, but the boys put in a good performance."
JUVENTUS: Di Gregorio - Gatti, Rugani, Kelly - Kalulu, Koopmeiners (Locatelli, 74), Thuram (Conceicao, 62), Cambiaso (Kostic, 88) - McKennie, Yildiz (Openda, 75), Vlahovic (David, 75) Subs: Perin, Zhegrova, Adzic, Miretti, Mario, Fuscaldo