The Germany international says he now understands just how important conquering Europe is for the club and their supportersSami Khedira says lifting a 10th Champions League title is "everything" for Real Madrid.
Los Blancos will face Borussia Dortmund in the first leg of their semi-final on Wednesday night, and the Germany midfielder is under no illusions as to the importance of winning "La Decima".
"When I arrived in Madrid everyone spoke about 'La Decima'," the former Stuttgart player told AS.
"It took me a while to understand as I could not speak Spanish initially, but now I know that in Real Madrid, 'La Decima' is everything.
"The Champions League is not pressure, it is our goal. It is the team's desire to win the trophy, the only player that has won it with Madrid is [Iker] Casillas. There is always pressure on Real Madrid, but we are used to it."
The 26-year-old then commented on the media attention towards some of the star players at the Santiago Bernabeu, and praised coach Jose Mourinho for helping him to mature as a footballer.
"I understand why all the attention is on Cristiano Ronaldo, [Mesut] Ozil and [Karim] Benzema. That's normal, they are the artists, they are the ones that pull off incredible bicycle kicks or go on mazy runs.
"We have an incredible team and the best attacking players in the world, but first we need to get hold of the ball.
"Mourinho has made me a strategist. He is one of the best coaches around and the best I've ever had. He sees the strong points in every player and he always wants to get the best of you."
BVB await los Blancos on April 24 at the Signa Iduna Park to kick off at 20.45CET.