Carlo Ancelotti’s men withstood a barrage from defending champions Manchester City to win their quarter-final tie on penalties before another legendary late fightback at the Santiago Bernabeu to beat Bayern Munich in the last four.
The Spanish champions rightly travel to the English capital with confidence as they look to cap a memorable season.
Madrid have lost just twice in 54 games in all competitions, storming to the title in La Liga by 10 points and thrashing Barcelona 4-1 to lift the Spanish Super Cup along the way.
“I came here because I wanted to win, and to expect it,” said Madrid midfielder Jude Bellingham, who left Dortmund for the Spanish capital 12 months ago.
“It is a bit greedy almost, but you have to be confident when you’re playing with so many great players.”
‘The ultimate boss’
Bellingham’s career path shows the scale of the task awaiting Dortmund.
Plucked from English Championship side Birmingham as a teenager, he was moulded and developed by the German giants before being picked off by Madrid for a transfer fee in excess of 100 million euros ($109 million).
Without him, Dortmund struggled domestically this season, finishing fifth in the Bundesliga, 27 points adrift of Bayer Leverkusen.
Yet, Edin Terzic’s men have saved their best for the Champions League stage to reach the final for the third time in the club’s history and first since they lost at Wembley to Bayern Munich 11 years ago.
Dortmund topped the group of death featuring Paris Saint-Germain, AC Milan and Newcastle.
PSV Eindhoven and Atletico Madrid were then seen off before a heroic defensive display kept out PSG over two legs in the semi-finals.
“They’ve prepared their season around the run in the Champions League,” added Bellingham.
“They’ve played amazingly, the character and mentality they’ve shown in a lot of games. They’ve had a tough run to the final as well and you have to respect that.”
As impressive as keeping out Real-bound Kylian Mbappe was in the last four, Dortmund realise they must go to another level if Madrid are to lose a European final for the first time since 1983.
“Our goal wasn’t to qualify for the final, our goal is to win the Champions League,” said Dortmund fan turned coach Terzic.
“And if you want to win the Champions League, you have to beat the champions. Now the absolute champion in the history of soccer and especially in this competition is waiting for us. The ultimate boss.”
Madrid’s rich Champions League tradition means there are also a number of personal feats at stake on Saturday.
Ancelotti can extend his record as the only coach to win the European Cup four times.
Dani Carvajal, Luka Modric and Toni Kroos, in the final club game of his career, could match Madrid legend Paco Gento as the only player to win the competition six times as a player.
UEFA will be hoping the focus is on the protagonists on the field come full-time to ensure their decision to return to Wembley for a major final is not questioned.
Three years ago, the final of Euro 2020 was marred by violence as ticketless fans stormed the stadium doors to gain entry.
UEFA were also forced to apologise to Liverpool fans for the organisation of the 2022 Champions League final in Paris that an independent review found “almost led to disaster”.
The English Football Association (FA) have invested 5 million pounds ($6 million) into improving safety and infrastructure at Wembley, which is also set to host the Euro 2028 final.
“We never foresaw events like that for the Euros final and I’m not sure we will again but we’ve learned lessons and additional measures have been implemented,” said the FA’s director of tournaments and events Chris Bryant
