Atletico saw off Arsenal in the last four to set up a showdown with the Ligue 1 club in Lyon next Thursday (AEST), giving the departing Torres the chance to sign off in style.
The experienced striker will conclude his second spell in the Spanish capital at the end of the season when his contract expires, though he is yet to announce his next destination.
A lifelong supporter who came through the youth system, the 34-year-old wants to celebrate his Atleti farewell by securing silverware.
"To be able to win a trophy for the club I support, which has been my dream since I was a kid, would be perfect," Torres told the media.
"We know how important this final is for the club.
"Finals are always disputed until the end. The players know those 90 minutes can define the season."
Atletico lifted the Europa League trophy in 2010 and 2012, though they have since lost two Champions League finals against rivals Real Madrid.
Still, defender Filipe Luis - who made his return from a fractured fibula in Sunday's 2-0 loss to Espanyol - hopes the squad's past experiences of playing in big games can work in their favour against Marseille.
"We've played lots of finals in the last few years and against a tough rival like Marseille, our only advantage is that we have more experience in finals," the Brazilian left-back said.
"We know what it's like to play a final. Winning titles with Atleti is very beautiful."