The Argentine coach has the utmost faith in his side's ability to handle the pressure which comes with being one victory away from lifting a major title
The Basques will battle the Rojiblancos for the Europa League title in Bucharest on Wednesday before meeting the Blaugrana in the Copa del Rey decider at the Vicente Calderon on May 25.
It has been suggested that Athletic's young and inexperienced players might be overwhelmed by the enormity of the occasion in both instances, but Bielsa is having none of it.
"We have the youngest side in the Spanish league but throughout all of the games that I have had them, anxiety and mental preparation has never been a problem for this team," the Argentine coach is quoted as saying by Marca.
"Just as they have been all season, they will be uninhibited and play naturally - even more so now that they are closer to victory."
Athletic have drawn widespread praise for their stellar showings in Europe this season, most notably after their stunning 5-3 aggregate win over Premier League champions Manchester United.
However, while Bielsa is proud of what his troops have done to date, he acknowledges that their good work will count for little if they do not end the season with some silverware.
"Reaching two finals is always precious, but to win them is much more precious because losing is very disappointing," the former Chile boss mused.
"I am pleased to have arrived at this point and am eager to win. God willing, we will not lose."
Before Athletic can focus on their Europa League showdown with Atletico, they must first take on Getafe at San Mames on Saturday.