The centre-back believes his side must set aside off-field problems following their Champions League exit and unite in order to prove why they are favourites to win the cup
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"We are all united," the star was quoted as saying on Marca's website. "There is not long to go before the end of the season, so [we need] to focus all our strength to win at Atletico Madrid.
"It will be difficult, but we [will] have many chances to win. We are Real Madrid and we have to prove why we are favourites.
"We started with the goal of winning all the trophies, now we have [the chance to win] one and you have to earn it.
"We're at home, it's a final and we want the title for Madrid, for Real Madrid, and for ourselves. It was hard to reach the final."
The 27-year-old also spoke about Atletico's failure to beat their rivals in the past 14 years, and hopes that run continues in the Copa del Rey final.
"I do not like statistics because there always comes the day when they are broken. Hopefully [this one] lasts, and does not end in the cup final."