Marcelo Bielsa's men are set to face Atletico Madrid on May 9 in the Europa League showpiece event, and will play Barcelona on May 25 in the Copa del Rey final.
"[We will] fight to the death to win the finals," the 23-year-old told Radio Intermediate. "We're not used to playing in finals but this year we have been used to playing the big games.
"Now we get two incredible matches and we will try not to miss the opportunities because you do not want to go long without a title."
De Marcos concluded by saying a few words about his current coach Bielsa, who has earned heavy praise for what he has done at Athletic this term.
"Bielsa is always fair," he added. "It's very demanding work, though, and everyday we have to give 100 per cent.
"Our coach is much admired. He has done things with us that were not expected."
Athletic are currently seventh in La Liga and are seven points off Champions League qualification with three games to go.