Was at beloved Ebberts Field in Brooklyn in July 1959 at the former home stadium of the Dodgers (who had fled to LA two years earlier), according to the Society for American Baseball Research (scroll to the bottom of the article for a list of the soccer games played at the venue).
It was actually two games a few days apart.
Here’s more from the Real Madrid website:
In 1959 Di Stefano, Puskas and Gento led a history-making squad that had won four consecutive European Cups. They would win their fifth that same season, but the team returned to the United States first. President Santiago Bernabeu’s Real Madrid made history again by playing on the baseball field of the former Brooklyn Dodgers (now the Los Angeles Dodgers). The Whites thrashed Austrian team Graker 2-6, following the win with a match against a squad of Austrian-Hungarian exiles living in America. The Whites picked up another win (0-8) in front of 26,000 spectators.
And yes, it appears that Real Madrid got the name of their Austrian opponent incorrect in the article, which was likely Sturm Graz.
For those who may not know, Real Madrid will play at Dodgers Stadium Saturday in the opening game of a doubleheader that will be aired live on Fox.