Having lost the first leg 4-1 in Germany last week, the Spain international insists that they want "revenge" at the Santiago Bernabeu.
"We want revenge," he told reporters on Monday. "We have negative thoughts from the first leg and we want to play [well] tomorrow."
"We know our fans will support us from the first minute. We know what we have to do and what happened in Dortmund. It's complicated for us, but if we want to be in the final we have to defeat the best teams. We have to believe we can get back into it."
"There is no bigger motivation than playing in a UEFA Champions League final. I've been here for eight years and never played in one. Nothing is more beautiful."
Madrid reached the semi-finals of the competition in each of the last two seasons but failed to progress to the final.