At Anfield, Villarreal choked. They had thrashed Juventus in Turin and upset Bayern in Munich, but, on Merseyside, they were gripped by fear.
In the return leg, they turned things around. But then, with Villreal two goals up on the night, and level on aggregate, Jurgen Klopp’s side stepped up a gear and brushed their opponents aside with a 3-2 triumph to reach the Champions League final. One step closer to winning “our trophy”, as Liverpool legend Jamie Carragher put it.
Except at the Stade de France, Liverpool must do battle with another team who also believe they have a god-given right to European glory; the team that’s won it more times than any other, 13 times, to be precise – more than double Liverpool’s tally of six.
Real Madrid are the team that refuses to die, repeatedly pulling off a comeback even more improbable than the last, against harder and harder opposition.
They have won four of the last eight editions of the tournament, and are the only team to win it back-to-back since it became the Champions League in 1992. Arguably only once among their triumphs, in 2016-17, have they been the very best side in the competition.
"Look at how well Madrid have done in the Champions League in recent years and with all due respect to them, they've not even been the best team in Europe,” former Madrid and Liverpool striker Michael Owen told GOAL.
“During my playing days, the truly great team was Barcelona and they won a few Champions Leagues. But I think when we look back at this era in about 30 years' time, we'll be like, 'Oh my God, look at all the European cups Madrid won – they must have been the best team in Europe by miles. But they haven't been!
“They've not been as good as Liverpool or City or Bayern or [Lionel] Messi's Barca, so how they've won so much is purely down to their mentality.
“How they've even got to this stage of the competition this year is down to their mentality. They should have been out in the group stage. They only just squirmed through. Then, PSG should have knocked them out, then Chelsea, then City.
“So, if Liverpool are mentality monsters, I think you have to say that Madrid definitely are as well."
Owen is right: as well as their heroics this season, Madrid have pulled off the impossible numerous times before on the way to winning European trophies.
In 2016, they lost 2-0 at Wolfsburg but triumphed 3-0 at home to reach the semi-finals. In the 2014 final, Atletico Madrid led until the 92nd minute, when Sergio Ramos headed home and Real ran out 4-1 winners in extra-time.
Rolling back the years, they lost 5-1 to Borussia Monchengladbach in the 1985-86 UEFA Cup, but pulled off a 4-0 second leg return to triumph on away goals. “The word ‘impossible’ doesn’t enter Real Madrid’s vocabulary,” ran the first line of the club’s own match-report.
Little over a decade earlier, they suffered a 4-1 thrashing by Derby County in the European Cup last 16, but demolished the English champions 5-1 in the return at the Santiago Bernabeu. Many credit this as the moment Madrid’s aura began.
Madrid made another comeback against Anderlecht in the 1984-85 UEFA Cup, losing 3-0 in Belgium but crushing their opponents 6-1 in the return leg. And in the semi-final of the competition, they pulled off another one, against Inter, which cemented their reputation as a team capable of pulling off the impossible. This is also where the ‘spirit of Juanito’ mysticism stems from.
The winger, a fan-favourite for his tenacity and commitment, warned the Italians the tie was far from over after they secured a 2-0 first-leg win at the San Siro.
"90 minuti en el Bernabeu son molto longos,” he said, in a wild hybrid of Italian and Spanish. For the uninitiated, that’s ’90 minutes in the Bernabeu are very long’. And he was spot on.
Manchester City found that out with Rodrygo’s brace in the 90th and 91st minutes forcing this year’s semi-final to extra-time, with Karim Benzema netting the winner to send Madrid to Paris. The Premier League champions, arriving with the lead but sinking without trace.
Juanito was killed in a traffic accident in 1992, at 37 years old, and has not been allowed to rest. A front cover of AS newspaper in 2015 featured a ouija board session with a reported calling on Juanito’s spirit to try and turn around a Copa del Rey clash with Atletico Madrid.
They didn’t, but the legend persists. And maybe this semi-delirious state of mind helps to create the ideal environment for wild, unpredictable things to happen.
In the early 1990s, then Real Madrid coach Leo Beenhakker made a move which was unprecedented, hiring somebody to help his squad cope under pressure.
“Now, a psychologist,” jeered Mundo Deportivo’s front page on February 11, 1992, mocking Real Madrid’s crisis at the time. However, 30 years on, the newspaper realised they had made a mistake.
“This was how football and mental health was viewed in 1992,” they wrote. “It has become clear with the passage of time that these two topics go hand in hand and that success on the pitch depends a lot on what you work on off of it.”
However, it didn’t work for Beenhakker and Madrid did not win a Champions League trophy between their 2002 triumph over Bayer Leverkusen and La Decima (the tenth) in 2014.
It was a period of uncharacteristic mental weakness for Madrid, not as unified in part because of their Galactico approach – a lot of egos and less teamwork – but once they found their way back to the top, it’s been near impossible to shake them off again. La Decima removed the mental block.
The weight of history is hard for teams to bear when they face Real Madrid in knockout competition, with many crumbling under the stress.
“I don’t know if it’s fear, but there’s a pressure the stadium and fans generate,” midfielder Fede Valverde told Marca. “They know they are facing Real Madrid and they are capable of achieving anything, and you can feel it.
“When the team, the staff and the fans catch it, it becomes the Bermuda Triangle. It gives you something extra to be able to score that goal, to reach one more ball.”
That feeling of helplessness was the same one Villarreal felt as Klopp’s Liverpool turned the screw at the Estadio de la Ceramica. Fabinho struck in the 62nd minute, Luis Diaz in the 67th and Sadio Mane snatched the winner on the night in the 74th, but the tie was already dead by then.
It was a spectacular comeback by Liverpool, yet not even one which would make their top five nights in Europe.
Another La Liga team, Barcelona, endured one of those, in May 2019. The Catalans arrived at Anfield with a three-goal lead from the first leg, and one foot in the final.
It ended in tears, after Georginio Wijnaldum and unlikely hero Divock Origi hit a brace each. Even the way the final goal went in spoke to how Barcelona had lost their heads.
Trent Alexander-Arnold’s famous quickly-taken corner caught the Catalans unprepared and Origi bashed home the fourth and ultimately decisive goal with 11 minutes left on the clock.
Milan caved in the 2005 final, the ‘miracle of Istanbul’, once Steven Gerrard scored in the 54th minute, after Paolo Maldini and Hernan Crespo’s brace gave the Italians a dominating 3-0 first-half lead.
Gerrard’s goal gave Liverpool belief and Vladimir Smicer and Xabi Alonso struck within six minutes to pull the game level at 3-3. Serginho, Andrea Pirlo and Shevchenko missed penalties as Liverpool won their fifth European cup. Real Madrid’s coach Carlo Ancelotti will remember it bitterly, as he was in charge of the Serie A team at the time.
Earlier in the competition Liverpool needed another late rescue. They fell behind at Anfield against Olympiacos in the final group game. They needed three goals to progress, with Florent Sinama-Pongolle and Neil Mellor grabbing two of them off the bench in the second half.
Then came the magic moment, with Mellor nodding the ball down for Steven Gerrard to lash in a half-volley from distance and ignite The Kop.
Like Madrid, across the years Liverpool have shown their mental strength time and time again. Part of it comes from the vaunted Anfield atmosphere, and the history it is steeped in which finds any cracks in visitors’ armour and fills them with doubts.
Ask most football supporters in Spain, and they will cite Anfield as the stadium that typifies great atmospheres. Commentators speak of it with great reverence, and that helps build it up too. Other countries treat it similarly, including the commentators not speaking over the fans singing ‘You’ll Never Walk Alone’.
The Anfield aura is a strong external factor to boost Liverpool mentally and weaken opponents, but the club does plenty of their own work too in this area.
Klopp is keen to reduce pressure on his players and turn moments that could be extremely tense into lighter ones. Ahead of the 2018 Champions League final in Kiev, he donned a pair of Cristiano Ronaldo underpants to give a team talk.
"We saw he was wearing the boxer shorts of Cristiano Ronaldo," Wijnaldum told The Athletic. “He did the meeting with his shirt stuffed inside his 'CR7' boxers. The whole changing room was on the floor laughing their heads off.
"That really broke the ice. Usually, in those situations, everyone is serious and concentrated. But he was relaxed and made this joke.
"He's done hundreds of jokes like that. If you see that your manager is really confident and relaxed, it will have an effect on players. He is a father figure in those things for the players.”
There’s a push and pull, as Klopp also wants to create competitive tension, banning players from touching the ‘This is Anfield’ sign until they had won a trophy with the club. “It’s a sign of respect,” he said.
It has helped Liverpool become the "mentality monsters" Klopp wants them to be, lifting the FA Cup and Carabao Cup this season, winning their first league title for 30 years in 2020.
“I love when Jurgen says that they are ‘mentality monsters’ because to do what they are doing, it’s not easy. It’s not just this year, it’s what they have been doing for the last few years and they have that mentality,” Xabi Alonso, the former Liverpool and Real Madrid midfielder, told BT Sport.
“But, another thing is the final. The final, it is a big one and when you need to show that mentality because Madrid, they are other mentality monsters so it’s a big, big clash that we are going to have. Enjoy it!”
In the 2018 final between the sides, the ‘Gareth Bale final’, Liverpool lost largely due to goalkeeper Loris Karius’s mistakes. His career has never recovered since. The errors weren’t to do with his quality, but instead his concentration and mentality.
Benzema was somehow in his blind spot for Real Madrid’s opener, and then, with his head already gone, he fumbled in a long-range effort from Bale which he should have kept out.
Under two months later Klopp and Liverpool went out and lavished £56 million ($70m) on a new goalkeeper, Alisson Becker.
And right now, he may be the best on the planet, although his opposite number Thibaut Courtois would give him a run for his money. Both come up huge in high-pressure moments, with key stops and staying ice cold with the ball at their feet when being charged down by opponents.
That sets the tone for the rest of the team, and Liverpool’s semi-final win at Villarreal hinged on the hosts’ stopper Geronimo Rulli, making a series of errors. Klopp also believes fine-tuning the team’s mindset at half-time, 2-0 down, made the difference.
“The start was really difficult. We looked like we were impressed by them,” said Klopp. “We had no real build-up and we didn’t play in the right spaces. We played into their hands. Our minds were not right. We felt the pressure.”
Once Liverpool calibrated themselves mentally, they sunk the Yellow Submarine with torpedoes of their own.
“Before the game, I told the boys I wanted the headlines to be the mentality monsters were in town,” added the coach. “I wanted it from the first moment but the second half was like that. How we came back in the second half was so special.”
Both Liverpool and Real Madrid will admit to moments of luck along the way, but they will also argue they work hard to keep themselves in a position to benefit from them. While some teams crumble in adversity, these sides are made of sterner stuff.
On Saturday, something will have to give when these two headstrong giants come up against each other when they tango beneath the lights in Paris.