The Colombian believes winning the Spanish Cup at the home of their great rivals would be a unique moment for the fans of Los Colchoneros
The 27-year-old helped his side overcome Sevilla in the semi-finals, while Real saw off Barcelona at the same stage. It sets up what is sure to be a memorable final, and Falcao would love to win it for the fans of Atleti.
"We want to give joy to our people and it would be even better in the Bernabeu," the Colombian told Marca.
The final will be the first since 1992 to feature both Madrid clubs, and on that occasion it was Atletico who prevailed thanks to a 2-0 win, thanks to goals from Bernd Schuster and Paolo Futre.
The Colombian also discussed Atletico's current league position, which has seen them slip to third place behind Los Blancos for the first time all season.
"It is important to finish above Real Madrid, but the main thing is to be in the Champions League," he noted.
Falcao has scored 27 goals in 28 appearances for Atletico this season, including two in the Copa del Rey.