Koke said that his side, who will go in as slight underdogs, must concentrate for the full 90 or more minutes and they will need to make sure to take as many chances as they can.
"We have to be super-concentrated to beat Real Madrid," Koke told AS. "They have one of the best squads in the world and it will be very, very, very difficult to play against them.
"We were able to win at the Bernabeu and draw at the Calderon in La Liga this season, but they eliminated us from the Copa del Rey. It will be a very tight match where we will have to fight as if it were the last game of our lives.
"They are the favourites with such a large staff and all that money, but we will play with our humility, our heart and our will. They have one of the best attacks that there is. The entire team will have to defend to death."
Atletico have won La Liga this season, while Real claimed the Copa del Rey.