The fear is real as Jude Bellingham and Real Madrid eye glory at Wembley

The record 14-time winners will be heavy favourites when they face Borussia Dortmund but Ancelotti – the competition’s most successful manager with four titles – knows nothing is guaranteed.

Madrid beat holders Manchester City on penalties and scored two late goals to beat Bayern Munich in the semi-final to secure their spot under the Wembley arch.

“A Champions League final is the most important game and the most dangerous one,” Ancelotti said on the eve of the clash.

“It is a double-edged sword, we need to enjoy it to the maximum, and then concern starts that it could go wrong because we are so close to the most important thing in football, which is winning a Champions League.

“There is a fear, a concern out of that. It is a feeling we all have inside. We have extreme happiness, but you have to be a bit lucky, play well and never lower your guard but when you reach a final success is so close that you start worrying.

“It is going to start tonight, tomorrow morning, tomorrow afternoon. A lot of fear, it is normal. If you have more fear you will be happier if you are able to win in the end.”

Spain defender Nacho believes Real are a “special” team in the European Cup, something their opponents will feel the second the fabled Champions League anthem rings out.

“I think everyone that likes football knows that Real Madrid is a special team in this competition,” he said.

“We haven’t invented that. When the Champions League anthem sounds we really feel a special feeling, we have so many of these trophies but it is also a big responsibility.”

Although he has only played in one previous final win, Nacho can become one of four members of the Real Madrid side to lift a record-equalling sixth European Cup if they see off Dortmund.

Only Francisco Gento, who won the competition six times with Madrid between 1956 and 1966, has achieved that feat to date.

“It is something unimaginable even thinking we could reach this moment,” said midfielder Luka Modric who, along with Dani Carvajal and Toni Kroos are the other players aiming for a sixth winners medal.

“But we are here and we are very happy, we are enjoying this moment and we hope that we will take that one extra step as a team and have six European Cups, that would be something impressive.”

Ancelotti confirmed Thibaut Courtois would start in goal despite only playing four games this season due to injury. Andriy Lunin, who travelled on the day of the game due to illness, will be on the bench.

“Emotions arrive, everyone has to manage them individually according to their own character,” he added.

“But of course there will be emotions, maybe some concern before the game but managing those emotions is an important thing if we are going to do things well.

“Throughout the season my team has proven two very important things, quality – which is fantastic in every case, with another important component which is sacrifice for the team, the collective attitude of my team – it has been able to prove that.

“Sacrifice plus quality is going to be the key for game.”