كتب : Megan Detrie
Both players have been left out of the squad by coach Fabio Capello, further fueling rumors that they are on the way out of the Bernabeu.
Gravesen's starting position has been in jeopardy ever since the arrival of Brazilian international Emerson from Juventus last month.
The 30-year-old Gravesen has been linked for months with a move back to the Premiership, with Newcastle looking like frontrunners to seal his signature.
Facing a similar problem, right-back Diogo was unable to secure a starting position last season, with Michel Salgado and Cicinho's skill keeping the Uruguayan off the defensive line.
Ronaldo and Guti are staying in Madrid to recover from injuries while new signings Emerson, Fabio Cannavaro and Ruud van Nistelrooy have all been included in the squad.
Real Madrid kick-off their U.S. tour by facing MLS side DC United on Wednesday before facing Real Salt Lake three days later.