The Ghana midfielder has set his sights on success in Europe, while Jose Callejon is looking forward to the tie against Manchester United
The Santiago Bernabeu side have been struggling in La Liga throughout the 2012-13 campaign, but they are desperate for success in other competitions as they aim to go all the way in Europe.
"The Champions League is hugely significant. As a footballer you dream of winning it. We'll give everything and see if we can win it," Essien told EFE.
Jose Callejon, meanwhile, has admitted that United will prove to be a tough opponent, but is positive about his side's chances.
"Manchester United are showing how strong they are in the Premier League, but we want to beat them and we'll do everything possible to go through," Callejon stated.
The first leg of the round of 16 tie is scheduled to take place at the Santiago Bernabeu on February 13.