Xabi Alonso hopes to lift the Copa del Rey trophy on Friday night, and get one over on their city rivals in the process.
Real Madrid will take on Atletico Madrid in the final with bragging rights, as well as silverware, at stake.
The game will take place at Madrid's Beraneu home, making the task that bit harder for an Atletico side who have not beaten Los Blancos since 1999.
Speaking to Real Madrid TV, Alosno said: "If we play well and are on form then we will have chances to win the match.
"But Atletico have a very competitive team who will come into the game with the same determination as we have. It is a fantastic opportunity for them and we cannot let them feel comfortable," he continued.
Although Real Madrid are famed for their hotly contested 'El Classico's' against Barcelona, Friday's game could be equally as exciting.
"It should be a very exciting match - a derby against Atletico, in the same city and in our stadium. All the ingredients are there to make it a great night an we hope that we end it feeling good, happy and with the trophy in our hands," said the former Liverpool man.
Jose Mourinho's side have had an ultimately disappointing season this year, being beaten to the La Liga title by Barcelona and being dumped out of the Champions League semi-finals by Borussia Dortmund.
Alonso suggested that, despite the disappointment of missing out on other targets, his team are fully-focused on winning the Copa.
"Even though we could not win La Liga or the Champions League we want the Copa and all our ambition is focused on winning it," he concluded.
"We are confident and in good form. We will give everything to win."