Borussia Dortmund have not come this far in the Champions League to be mere witnesses to Real Madrid lifting the trophy for a record-extending 15th time, coach Edin Terzic vowed on Friday.

"You don't play a final, you win a final and that is our clear goal," Terzic, who will be up against his role model Carlo Ancelotti, told reporters before leading a training session at Wembley Stadium.

"We're happy to be here but we have to win at Wembley against Real Madrid, to hold that trophy in our hands."

Dortmund finished a distant fifth in the Bundesliga this season and few would have given them much hope of reaching their first Champions League final since 2013, when Wembley also hosted their defeat against domestic rivals Bayern Munich.

But Terzic's side stunned Atletico Madrid in a quarter-final thriller and then provided a tactical masterclass as they beat Paris Saint-Germain 1-0 in both legs of the semi-final.

"Madrid have a role as the favourites, but we weren't favourites against Atletico or Paris either," Terzic added.

"If we are brave and not here to see Madrid win their next trophy, then we're going to have a chance.

"We are the team with the most clean sheets in the competition. You need to keep the opposition as far away from goal as possible. 

"We weren't at our highest level when we conceded goals in September, but we are a totally different team now and have shown we are ready to compete for the trophy."

One of the many threats to Dortmund's hopes will be a familiar one in the form of Jude Bellingham, who left the club for Madrid last year and has taken LaLiga by storm.

"Few players have had contact with Jude. Everyone is in the zone and concentrating on their task," Dortmund midfielder Julian Brandt, sitting alongside Terzic, said. 

Saturday's final, Dortmund's 300th major European game, will be the final match in the iconic yellow shirt for Marco Reus, while Madrid's Germany midfielder Toni Kroos is also preparing for his last club game before retirement.

"I was able to play with both of them. Toni is an absolute icon and a sensational guy who has won everything," Brandt said.

"Marco is also one of the reasons why I play for BVB. He was an idol for me as a child and teenager. It's still a lot of fun to train and play with him."