The Spain international is optimistic about his side's chances against the Liga giants and is keen to make an impact at the Bernabeu
The Serie A champions have struggled in Europe so far after having to settle for a draw against Copenhagen and Galatasaray, but the striker feels the match at the Santiago Bernabeu could be a turning point, even though he realises it will not be an easy game.
"It’s a good opportunity for us to claim some points, but we know that it won’t be easy because Madrid are a great team," Llorente told Juventus TV.
"However, we believe in our chances. They’re a complicated side to face. They let you play, but then create plenty of danger when in possession."
The 28-year-old then went on to admit that he's pleased to briefly return to his native country, while he is keen to find the net against Madrid.
"It’s pleasing for me to play against a Spanish side, even more so when it’s an important one such as Real Madrid. We need to show what we’re capable of producing.
"I’ve already scored twice at the Bernabeu. It’s a truly impressive stadium. When you come out of the dressing rooms it really does hit you.
"I think it’s one of the most majestic footballing venues and playing there is different to any other stadium."
Wednesday's encounter at the Bernabeu kicks off at 20:45CET.