Video footage showed several Real players dancing and making gestures towards the Atletico supporters, who responded by throwing objects from the stands.
Real Madrid have signed Alexander-Arnold before his Liverpool contract ended, making him available for the Club World Cup to be played from June 14-July 13 in the United States.
Real Madrid delivered manager Carlo Ancelotti and midfielder Luka Modric a victory in their final game at the Santiago Bernabeu on Saturday, with Kylian Mbappe scoring twice in a 2-0 win over Real Sociedad to end their LaLiga season.
Raphinha scored twice as Barcelona overcame a two-goal deficit to secure a crucial 4-3 home victory against rivals Real Madrid in a pulsating Clasico on Sunday, edging them closer to the LaLiga title.
Barcelona came from an early goal down to beat Real Madrid 5-2 in the Spanish Super Cup final on Sunday
The result means Real, on 49 points, are one point clear of Atletico Madrid, who beat Mallorca 2-0, ahead of next weekend's Spanish capital derby at Santiago Bernabeu.
A Jules Kounde goal in the dying minutes of extra-time handed Barcelona a dramatic 3-2 win over fierce rivals Real Madrid in an enthralling Copa del Rey final on Saturday.
A summary of Saturday's action in the LaLiga, Serie A and Bundesliga.
Real booked their place in the final when substitute Arda Guler lifted a corner to Ruediger, who headed the equaliser that put Real Madrid through on aggregate.
Kylian Mbappe was in inspired form, scoring twice to guide Real Madrid to a comeback 4-1 win over visitors Las Palmas on Sunday.
Real outclass Majorca, to meet Barca in Super Cup final
That kept Real top of LaLiga on 50 points, one ahead of Atletico in second who missed a chance to leapfrog them. Barcelona, third on 45 points, visit Sevilla on Sunday with a chance to close the gap in the title race.
A summary of Wednesday's Champions League Round of 16, Second Leg, matches.
A summary of Tuesday's Champions League first leg quarter-finals between Arsenal and Real Madrid, and Inter Milan and Bayern Munich.
LaLiga leaders Real Madrid's pursuit of a record-extending 36th Spanish title
'We were happy with the win because we played a great game until the 88th minute, when two lapses in concentration led to two goals and we had to suffer a bit more than we should have.'
A stoppage time header by fullback Lucas Vazquez earned 10-man Real Madrid a 1-0 victory at lowly Alaves.
Real Madrid paid for defensive mistakes as they were held to a 3-3 draw at lowly local rivals Rayo Vallecano on Saturday.
Sporting marked the final home game of coach Ruben Amorim's reign in stunning fashion as Viktor Gyokeres' hat-trick saw them come from behind to thrash Manchester City 4-1 and maintain their superb start to the Champions League on Tuesday.
Real Madrid forward Vinicius Jr scored a hat-trick to help the LaLiga champions snap a two-game winless run in all competitions.
Real, chasing a 15th European Cup, levelled in the 83rd with Vinicius's penalty, after Rodrygo was felled by a clumsy challenge from Kim Min-jae, to set up a mouth-watering return leg in Madrid next week.
Real Madrid midfielder Luka Modric came off the bench to net a stunning strike from the edge of the box late in the second half to secure a 1-0 home win over Sevilla on Sunday and stretch their lead at the top of La Liga to eight points.
IMAGES from UEFA Champions League matches played on Tuesday
Real Madrid fought back from two goals down as Vinicius Jr grabbed a hat-trick in a thrilling 5-2 win over visitors Borussia Dortmund in the Champions League.
Karim Benzema's seven-minute hattrick saw Real Madrid thrash Real Valladolid 6-0 in their La Liga encounter
Real Madrid's Jude Bellingham again proved the match-winner as he struck in added time to snatch a 2-1 victory over Getafe as the Spanish giants made their home debut in La Liga this season.
Girona's Castellanos hits Real Madrid for four in fresh blow to title hopes
Real Madrid beat holders Manchester City in an edge-of-your-seat 4-3 shootout victory to reach the semi-finals of the Champions League.
Real Madrid got off to a flying start in La Liga by beating Celta Vigo 3-1 away from home on Saturday with the help of a magnificent long range strike from Toni Kroos.
Real Madrid beat Barcelona 2-1 in the first Clasico of the season in front of 86,422 fans at the Camp Nou on Sunday after a sensational strike from defender David Alaba and a late goal from Lucas Vazquez gave Carlo Ancelotti's side three points.
Real Madrid continued their march towards a 35th LaLiga title
Espanyol secured a commanding lead in their King's Cup quarter-final tie against Sevilla when Felipe Caicedo, Sergio Garcia, with a penalty, and Lucas Vazquez scored in a 3-1 first-leg home win on Thursday.
Roundup of the Champions League matches played on Wednesday night
Atletico Madrid earned a 1-1 draw away to Girona in a chaotic and entertaining Copa del Rey last 16 first-leg match on Wednesday, leaving the tie finely balanced.
IMAGES from the football matches played across Europe on Sunday.
The European champions, who were humbled 3-0 by tiny Eibar last week, took a fortuitous lead when Valencia midfielder Daniel Wass nodded a Dani Carvajal cross into his own net in the eighth minute after former Arsenal defender Gabriel Paulista had failed to clear the danger.
In a big blow to Real Madrid's title hopes, Real Betis held them to a goalless draw in their La Liga encounter on Sunday.
Cristiano Ronaldo scored a penalty and missed another as Real Madrid beat Real Sociedad 3-1.
Madrid recovered from an early goal by Anthony Lozano to take a 2-1 halftime lead thanks to a Lucas Vazquez strike and a cheeky 'Panenka' penalty from captain Ramos but were pegged back by Alex Granell's penalty midway through the second half.
Real Madrid returned to the top of La Liga after winning a testing game at Osasuna 3-1 on Saturday.