The defender says his side need to prove why they have been tipped for cup success at the expense of their fierce city rivals
Los Blancos booked their place in the final with a 4-2 aggregate victory over Barcelona at Camp Nou and the defender insists the club are focused on lifting the trophy following the disappointment of their Champions League semi-final exit to Borussia Dortmund.
"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.
"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."