Carlo Ancelotti encouraged Real Madrid to enjoy the build-up to this weekend's Champions League final, when Los Blancos will battle Borussia Dortmund for the title.

Madrid are seeking a record-extending 15th triumph in Europe's premier club competition, having seen off the likes of Manchester City and Bayern Munich to reach the showpiece at Wembley.

Ancelotti knows the drill inside out. This is his ninth final overall and sixth as a coach, winning four of the previous five (two with Milan, two with Madrid). 

Although, the Italian knows he and his players cannot underestimate Dortmund, who have defeated Atletico Madrid and Paris Saint-Germain to reach their third final.

"It is a week to enjoy," he told reporters on Monday. "The challenge, the opponent. We're going to enjoy it until Friday.

"Reaching a final is always a success. As for being favourites, we don't think about that. We have to play against a team that has done very well. They have shown commitment and attitude.

"The build-up to the big game is always the same, happiness and then worry. The fear will come, but before it does, I'm going to enjoy it.

"The cold sweat comes on Saturday afternoon. It's quite normal, it comes every match and I have experience. I have a lot of confidence in my team. They are in Champions League mode."