The shot-stopper has revealed that he will leave the Portuguese treble-winners to continue his career with the Primera Division champions
The latter has returned to Chelsea after spending the past three years on loan at Atletico and Oblak is confident he has what it takes to take the Belgian goalkeeper's place.
"I will leave Benfica for Atletico Madrid. Ever since I was a kid, it has been a dream of mine to play in the Spanish league, which is even better than the Portuguese," Oblak told A Bola.
"Joining Atletico is a new challenge I didn't want to pass up. Benfica were keen to hold on to me and did everything they could to prevent me from leaving, but it is my desire to sign for Atletico.
"I will never forget my time at Benfica. I wish everybody the best and really appreciate all the help I got here. Benfica are a fantastic club.
"Financial reasons are not the main reason for this transfer, but it's clear that financial conditions are better at Atletico."
The 21-year-old joined Benfica from Olimpija in the summer of 2010 and had since enjoyed loan spells at Beira Mar, Olhanense, Uniao Leiria and Rio Ave before becoming first choice at the Lisbon side last term.
Oblak put in a string of impressive performances to help them to the domestic treble and the Europa League final, earning himself a move to the Liga champions, who have already signed Miguel Angel Moya from Getafe as competition for the No.1 spot.