Madrid are seeking to follow up their La Liga title success by claiming the Champions League for the second season in a row when they take on the Serie A champions, with no team having defended the title since Arrigo Sacchi's AC Milan in 1989–90.
"On the day of the game there is going to be a lot of nerves and I prefer not to think much about the final," Ronaldo told Real Madrid TV. "Too much humility isn't good, we have to prove our character and who is the best.
"They are an excellent team but so are we, I have the feeling that we are going to play a great game and we are going to win."
Ronaldo praised Madrid coach Zinedine Zidane, who has won four trophies since his January 2016 appointment, for his management of the squad leading up to the Champions League final.
"All the players have played this season and they have been intelligent decisions of the coach," Ronaldo added.
"I feel very good, very good, a bit cold, but it's better than having an injury. Better on the physical level than in the last few seasons, also because I played less, although I am the one who played the most matches in the team. I feel better than I have in the last few years and I hope to help the team with goals on Saturday.
"The final is won by scoring goals. We were very reassured to win the league and now we have a unique opportunity. We are in an extraordinary moment.
"We can get a double, defend the title and enter the history of the Champions League. It's a big motivation and there's only one step left."