Atletico scored twice in the opening 16 minutes of the semi-final second leg to the cut the aggregate score to 3-2, but Isco's close-range effort just before the break secured a vital away goal for Los Blancos.
Real Madrid ultimately progressed to the final with a 4-2 aggregate success, and Marcelo has claimed that his side "were ultimately superior" after bouncing back from a difficult start.
"At no point were we afraid, we are Real Madrid and we always fight to the end with respect to our rivals," Marcelo told reporters. "We conceded two early goals which we would have liked to avoid, but we were ultimately superior. We knew it was going to be difficult, but we managed to control the game thereafter."
Real Madrid will take on Juventus in the final of the Champions League on June 3 in Cardiff.