Sergio Ramos headed in a 93rd-minute equaliser in Lisbon to crush Atletico's dreams of a first ever continental crown and put Real on their way to a 4-1 extra time victory that sealed 'La Decima', the 10th European Cup they had coveted for so long.
"It's another final and it's taken a lot to get there but we've proven we know how to win it and we're going to try and do it again," Ramos said, looking ahead to the May 28 showdown in Milan.
Having barely had time to digest their narrow win over Manuel Pellegrini's side, Real's euphoric fans gleefully recalled that late show in Lisbon, chanting: "Atletico, tell me how it felt to lose the final".
Gareth Bale, who forced the Fernando own goal that decided Wednesday's semi-final tie and who put Madrid 2-1 up against Atletico in Lisbon, offered a more cautious message.
"It's great to be in the final again but there's another game to go against a very difficult and stubborn Atletico Madrid team," the Welshman said.
"We know it's going to be another difficult game, it always is against them."
Since breaking Atletico hearts in Lisbon, Real have faced their local rivals 10 times and won just once, Javier Hernandez's late goal knocking Diego Simeone's side out of the Champions League in last season's quarter-finals.
Before Simeone took over at Atletico in 2011, Madrid derbies were regarded as foregone conclusions, with the Rojiblancos last beating Real in 1999.
Real fans revelled in their neighbours' suffering, producing a banner before one game bearing the message "Wanted: a dignified rival for a decent derby. Apply here".
Guided by the inspirational Simeone, Atletico broke the stranglehold in the most fitting of places, the 2013 King's Cup final at the Bernabeu.
Real have not beaten Atletico in the league since 2013 and were thrashed 4-0 last season at the Vicente Calderon, and lost 1-0 to them at home this term.
"It's a final, there are no favourites," Cristiano Ronaldo said. "We meet again. A final with Atletico is always special."
Midfielder Luka Modric also expects another tough encounter.
"We played against them two years ago and we remember how difficult it was," the Croatian said.
"We expect the same game and I hope we get the same result."
(Editing by John O'Brien)
