The Wales international has enjoyed a positive debut season with Real Madrid and is looking forward to facing Diego Simeone's Spanish champions in Portugal on May 24
The Welshman has enjoyed a bright debut season with the Spanish giants, having played a key role in their run to the Lisbon showpiece following his world-record summer move from Tottenham Hotspur.
Bale says he has loved his first season at the club and is desperate to crown it with victory in Lisbon on May 24.
"I'm very excited about playing in my first Champions League final and we will work very hard to prepare for it," he told Madrid's official website.
"I'm really enjoying my first season at Real Madrid and hopefully I can end the season with another title."
The 24-year-old then turned his attention to Saturday's 3-1 in over Espanyol, in which he opened the scoring in the absence of the team's talisman Cristiano Ronaldo.
"The most important thing against Espanyol was to win in front of our fans," said Bale.
"We did it and I'm happy to have scored again, especially at the Santiago Bernabeu."