"We must try to play as much as possible like we did in the first leg," UEFA.com quotes Lopez as saying.
"They are a team who play well on the counterattack, and they have very fast players up front who are always looking for depth. We have to keep calm in defence, keep everything tight and go for them.
"We mustn't think about the 3-0, I see scoring a goal or looking for goals as the key. Our mentality will be to go there and score, and not hide behind the 3-0, because that would be a mistake."
Madrid have reached the semi-finals of the competition for the past two seasons under Mourinho.