The Wales star, along with team-mates Luka Modric, Isco, Marcelo and Dani Carvajal, are eagerly awaiting the Champions League final showdown with Atletico Madrid
The Spanish giants have not won the Champions League since 2002 but reached this season's final following a 5-0 aggregate thrashing of Bayern Munich in the semi-finals.
And Bale, who has already lifted the Copa del Rey in a successful first season at Santiago Bernabeu, says the whole of Carlo Ancelotti's team is eager to clinch La Decima against rivals Atletico Madrid.
"It will be a tough final," he told the press.
"La Decima is a dream not only for our fans, but also the club. It's a dream for all of us, but it will be a difficult game."
"We are just thinking about beating Atletico. We are focused on the game, and then we'll see how we celebrate it," added Bale's team-mate Luka Modric, while Brazilian full-back Marcelo said: "There is a lot of pressure and a lot of responsibility attached with playing in a European Cup final, but we are remaining calm and focused in order to enjoy ourselves and try to win the 10th title."
Midfielder Isco says he is "honoured" to have reached the final of Europe's top club competition, while Dani Carvajal is hopeful a strong showing in the Lisbon clash could be enough for him to force his way into Vicente del Bosque's 23-man Spain squad for the World Cup.
"We'll do everything possible to win the Champions League," said Isco.
"We all know that the Champions League is the most important competition in the world. For that reason it is an honour to play in the final and we will do everything we can to win it."
Carvajal added: "I'll do everything I can in order to make it into the definitive list of players for the World Cup.
"Now I'm trying to make the most of the moment. I'm delighted to be part of the provisional list for the World Cup and will do everything I can to make it into the definitive list, but the most important thing right now is the Champions League final."