Madrid travel to Manchester for the second leg of their Champions League last-16 tie with United after a 1-1 draw in Spain last month.
"Every player wants to play in a match like this," Kaka told the club's official website.
"We came off the first leg in the Bernabeu with the feeling that we could have won the game. Manchester is really strong but we're going to Old Trafford with confidence.
"The stadium is fantastic, just like the ambiance and the fans."
Madrid play United at 7.45pm on Tuesday evening.