Ashley Young, Paul Scholes and Jonny Evans were also training, meaning Sir Alex Ferguson's squad will be at full strength for their trip to Spain.
However, by opting to remain in Manchester for their final training session, as they have done all season, Ferguson was aiming to keep his plans for the game secret.
It has been predicted Jones will be handed a midfield holding role, after successfully shackling Gareth Bale and Marouane Fellaini in recent weeks.
Ferguson has plenty of alternatives though, which include Scholes, Tom Cleverley and Anderson, even though Michael Carrick is among those virtually certain to start.
Real were hardly any more forthcoming, opting to do their stretching session on the furthest pitch away from the cameras and not doing any meaningful work until after the media had left.
Former Liverpool midfielder Xabi Alonso is expected to be fit and did train on Tuesday morning despite doubts being expressed in the Spanish media about his participation.
Local reports also suggest up to 5,000 United fans will fly in for the game, a significant number of them without tickets.