Madrid are expected to sack coach Vanderlei Luxemburgo following yet another season of under-achievement.
According to the Sunday Mirror, Real received a brown package with an English postal address containing the Aston Villa manager's CV and a video charting his career in management.
O'Leary is on holiday with his wife Joy in Dubai. When asked about the package sent to Spain, the Villa boss said: "I haven't got a clue about this."