As well as victories in Lisbon (2014) and Milan (2016), Real knocked Atletico out of the competition in the 2015 quarter-finals. Atletico have never lifted European club football's most prestigious trophy while Real have won it a record 11 times.
Zidane, however, thinks the past will be irrelevant when the teams meet on Tuesday in the first leg at the Bernabeu.
"It means nothing that we've beaten them in this competition," he told reporters on Monday.
"I'm not thinking about Cardiff (the venue for the final) either. We have to win tomorrow's game. We have prepared well and we are ready.
"Everyone is pumped up and we're ready for the run-in. I wish the game would start now."
The Frenchman confirmed that defender Raphael Varane is fit to play after recovering from a hamstring problem, but Pepe and Gareth Bale will miss the game due to injury.
Isco is likely to start in place of Wales forward Bale after being rested for the 2-1 win over Valencia on Saturday.
IMPORTANT GOAL
The midfielder recalled Sergio Ramos's stoppage-time goal against Atletico in Lisbon that levelled the score and forced the 2014 final into extra time with Real winning 4-1.
"It still makes my hairs stand up," Isco told the club website (www.realmadrid.com). "It was a really important goal, when he scored it I knew we wouldn't lose. It came at a key moment and I felt like I'd also scored the goal."
Isco also remembered the penalty shootout against Atletico in Milan last year which Real won 5-3.
"It's the most stressful moment in my entire career," he said. "In those moments I was in my own world, I only remember that when Cristiano (Ronaldo) scored the winning goal we ran to embrace him and it's a moment that I'll never forget.”
Atletico coach Diego Simeone said his team must give everything they can to reach the final, fighting like “fans”.
“We will try to compete in this game with the desire that any Atletico Madrid fan has,” Simeone told a news conference.
"Zidane's work is spectacular, he's taken his team to a very good level. They will try to do us harm from the start by pressing a lot from the beginning.”
Rojiblancos captain Gabi added: “We have to control our emotions. It makes me excited to (play to) be in another final, we all want to reach this final but we have to control our emotions to have a perfect game and try and beat Madrid.”
(Editing by Ken Ferris)
