The Germans have one foot in the competition's decider at Wembley after thrashing the La Liga champions 4-1 in the semi-final first leg at the Westfalenstadion last Wednesday.
While he admits that his side are prepared for the Madrid backlash, Kehl is certain that the Bundesliga outfit will advance from the tie.
"They will try everything, they want to create a miracle," Kehl told ESPN.
"But we're prepared, we'll have to be fully focused on the match and then I'm sure we'll succeed.
"It's going to be a tough match, there's the danger Madrid will overrun us tomorrow, and therefore we'll have to be ready for anything."
Dortmund travel to Madrid in the return leg on Tuesday night.