They may have ended 44 years of hurt in Vienna two years ago when winning their second European Championship, but it is advancing past the World Cup last eight that has long been the bane of Spanish football supporters.
Five times they have reached the quarter-final stages of the tournament and five times they have returned home before the semi-finals, including in four of the last seven tournaments. Perhaps the most painful of those exits was the most recent, in South Korea and Japan eight years ago.
Jose Antonio Camacho's side enjoyed the better of the quarter-final against hosts South Korea in Gwangju, but were denied two seemingly legitimate goals, including one from a Joaquin cross that was harshly adjudged to have crossed the line before Fernando Morientes headed home. Guus Hiddink took the Koreans through on penalties and the Spaniards returned home early again. The only time they have reached the last four at a World Cup came in 1950, when just 13 teams showed up in Brazil and four group winners, including Spain, advanced to a final, winner-takes-all pool. Spain finished bottom.
Manager Vicente del Bosque remains confident his much-admired side can make history and make the semi-finals for the first time. "We're in good shape," he said ahead of tonight's meeting with Paraguay at Ellis Park. "It's been more than 30 days together training as a team and these players want to make history."
The winners of tonight's game face the daunting opposition of either Germany or Argentina in Durban next Wednesday, but Del Bosque has refused to look ahead of this evening's encounter and the dangers posed by a Paraguay side that have not conceded since Daniele De Rossi equalised for Italy in the opening group game.
"Paraguay, like all of the South American teams, show so much character, with players who exercise great pressure. They are players who know their trade, with the ball or without and they have a similar style to Chile, who we already know about."
The Barcelona midfielder Andres Iniesta, who scored the 100th goal of the finals against Chile last week and again impressed in the narrow second-round win over Portugal on Tuesday, echoed Del Bosque's cautious comments. "We'd all like to play nicely, scoring five goals a game and sometimes that happens," he said. "There are good moments and difficult moments but what's important is that we're in the quarter-finals."
Gerardo Martino's Paraguay are already enjoying their best ever World Cup showing after squeezing past Japan on penalties in Pretoria, and goalkeeper Justo Villar admits the South American side go into the match as major underdogs.
"We can't give them space, they are a team who have a very good touch and who move the ball very quickly," the 33-year-old, who plays his club football in Spain with Real Valladolid, said. "If we give them just a little bit of space they will slap us in the face. It's going to be a good match where you will see two types of football. One side trying to attack skillfully, while we try to stop them and then try to take advantage of our chances."
Del Bosque is expected to persist with an out-of-sorts Fernando Torres alongside David Villa up front, despite the Liverpool forward's disappointing displays and Fernando Llorente's impressive cameo against Portugal. Paraguay are unlikely to make any changes, with misfiring Manchester City forward Roque Santa Cruz retaining his place up front.