The Basque striker is determined to cap an impressive European campaign by beating Atletico Madrid in Wednesday's final in Bucharest
The Basque side impressed by beating the likes of Manchester United, Schalke and Sporting Lisbon on their way to the final, and Llorente feels that those results will only count for something if Athletic come out victorious against Atleti.
"We have really had a great season in Europe, and that makes us even more determined to win the final," Llorente told La Gazzetta dello Sport.
"By winning it, we want to prevent that the incredible win at Old Trafford will only be remembered as a great night during a positive European campaign which we didn't win."
The arrival of Argentine coach Marcelo Bielsa last summer has rejuvenated the Basque outfit, and Llorente was quick to recognise the turnaround in fortunes.
"One year ago, nobody would even have imagined that we could enjoy such a successful campaign. We now have to rise to the occasion, and end the season on a high," he added.
Wednesday's opponents have also enjoyed a reversal of fortunes under a new Argentine coach, with Diego Simeone taking over from Gregorio Manzano in December 2011.
"We know Atletico really well. They have changed a lot since the arrival of Simeone. I don't know how he has done it, but he has done a great job. They have been very impressive in Europe."
The eagerly-anticipated encounter kicks off at 20.45CET.