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Three Sevilla fans died in a traffic accident on Thursday while heading to watch their team's Copa del Rey quarter-final clash against Atletico Madrid.

"Sevilla deeply laments the death of three Sevilla fans who lost their lives this morning ... suffering a traffic accident when going to Madrid for tonight's game," wrote the club in a statement.

"The club is with their families and friends in these difficult moments. In their memory the players will wear a black armband."

Sevilla said they have asked the Spanish football federation for a moment of silence before the match.

The accident occurred on the A4 motorway near the Despenaperros natural park, around 270 kilometres south of Madrid, according to Spanish reports.

Sevilla face Atletico in the Spanish capital at the Metropolitano stadium in the last quarter-final clash, bidding to join Real Sociedad, Athletic Bilbao and Real Mallorca in the semis.