The veteran goalkeeper warns his team-mates not to get carried away after thrashing Bayern Munich on Wednesday and urges them to turn their attentions back to La Liga
Los Blancos last won European club football's elite competition in 2001-02 and have since been unsuccessful in their hunt for La Decima but blasted back into the final with a thumping victory at the Allianz Arena.
That dominating performance has seen them made odds-on favourites with bookmakers to lift the trophy but Casillas preaches caution.
"We are very happy. The first half went our way and emotions went from high to low. We deserved it for the way the side worked but it would be wrong for us to think that we are now the favourites," the Madrid star told reporters.
"When I got my first win I never thought I'd get to this stage and I'm pleased and happy for the fans. Now to relive the sensations and hopefully in Lisbon I'll get back the feeling of what it is to win a European Cup.
"We have shown an enormous capacity of concentration and it is fair that we have managed to get through to the final. Bayern are the reigning champions of Europe. We've had three years of falling at the final hurdle but we got there at the fourth attempt."
Casillas then went on to stress that Madrid have not given up on La Liga either as they are dreaming of winning the treble.
"We have to enjoy today and then think about La Liga, putting pressure on Atletico and trying to win the title," he remarked.