Madrid travel to Bayern Munich for the second leg of their semi-final tie on Tuesday with a 1-0 advantage, and the Spain international has talked up the significance that he places on the trophy.
Speaking to UEFA.com, he said: "For me, it is a dream to win the Champions League. I am very lucky to have won nearly every title at a professional level, but there is still the Champions League to win.
"In no way has it ever been an obsession or a special love, but when there is something missing from your CV, it grabs your attention. It means a bit more.
"It's not a constant obsession, but it would be a dream come true. To finally lift the trophy would be very satisfying."