The Wales international has enjoyed a positive debut season with Real Madrid and is looking forward to facing Diego Simeone's Spanish champions in Portugal
The Welshman has enjoyed a bright debut season with the Spanish giants, having played a key role in their run to the Lisbon showpiece following his €100 million move from Tottenham Hotspur.
Bale says he is excited about the clash with city rivals and La Liga champions Atletico, adding he has loved his first season at the club.
"I'm very excited about playing in my first Champions League final and we will work very hard to prepare for it," he told Madrid's official website.
"I'm really enjoying my first season at Real Madrid and hopefully I can end the season with another title."
The 24-year-old then turned his attention to Saturday's 3-1 in over Espanyol, in which he opened the scoring in the absence of the team's talisman Cristiano Ronaldo.
"The most important thing against Espanyol was to win in front of our fans," said Bale.
"We did it and I'm happy to have scored again, especially at the Santiago Bernabeu."