Atleti have been eliminated by Real Madrid in each of the past four seasons, including two final defeats, suffering a 4-1 loss in 2014, having led until second-half injury time, before succumbing on penalties following a 0-0 draw two years later.
Simeone admitted after that setback in 2016 that he considered stepping down but he underlined his continued commitment to the club last week by signing a contract extension until 2020.
The former Argentina international has now insisted that conquering Europe is within Atleti's capabilities and has rubbished the idea that those final defeats have left them with a mental block.
"We've never had a complex," he told a news conference ahead of their opening match of the 2017-18 tournament against Roma on Tuesday.
"Everyone has their opinion but we're clear on the fact that what happened in other years has happened. It's an experience, but all that matters is tomorrow. I live from day to day and we're starting an exciting tournament.
"At the Calderon, I said to the fans that I still believe in the future of this club. Atleti are growing, we have young players who are growing, in January we can improve the squad, there is a new stadium... many things that are renewing my energy.
"Playing those finals is something to be proud of and winning one would be the ultimate. We lost one in one minute and another on penalties against Madrid.
"It's given us experience and we've had big results in the Champions League. If we keep on like this, keep on going, then sooner or later we will achieve it."