The Serie A champion desperately needs a good result in order to keep its chances of reaching the Champions League knockout stages alive after drawing its opening two games, against Copenhagen and Galatasaray.
However, Chiellini realizes the team faces a difficult task to upset Madrid at home.
"Every team that has come to the Bernabeu has been made to suffer, even those that have won," the center back told reporters. "However, we want to be at this level and see how we measure up against these world-class players. Madrid have plenty of champions in every position. We’ll try and limit them, but we know it will be a difficult task."
Chiellini then went on to voice his respect for Cristiano Ronaldo, claiming that the Portugal international's average of over a goal a game for the Blancos speaks for itself.
"Having a player whose goals scored exceed his number of appearances tells you everything you need to know."