Borussia Dortmund coach Edin Terzic believes "anything is possible" as his side aim to pull off one of the biggest ever shocks in a Champions League final against the mighty Real Madrid at London's Wembley stadium on Saturday.

The star-studded Spanish giants are heavy favourites to be crowned European champions for the 15th time, and a sixth in the last 11 seasons, against a Dortmund team that have beaten the odds just to make it to the English capital.

Madrid have lost just twice in 54 games in all competitions this season, storming to the title in La Liga by 10 points and thrashing Barcelona 4-1 to lift the Spanish Super Cup along the way.

However, they have had to once again dig deep to reach what coach Carlo Ancelotti described as the "biggest game of any season" in the Champions League.

"We have to enjoy being here," said the Italian at his pre-match press conference. "But knowing it can go wrong because we are close to the most important thing in football -– winning a Champions League -- but having the fear this can escape us."

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.

"We never stop believing, no matter how the circumstances are," said Luka Modric, who along with Nacho, Dani Carvajal and Toni Kroos, in the final match of his club career, can win the European Cup for a record-equalling sixth time as a player.

"We always believe, keep believing, keep pushing, fighting until the end. In the end, we manage to find a way to beat opponents.

"Many people say there is luck, but when it happens so many times, I think it's not just luck."

Madrid's Bellingham moulded by Dortmund

Dortmund must breach the financial gulf between the sides to win the Champions League for just the second time in their history.

Last season Madrid posted record revenues of 831 million euros ($901 million) compared to Dortmund's 420 million euros, according to financial experts Deloitte.

The career path of Jude Bellingham exemplifies the scale of the task facing the Germans.

Plucked from English Championship side Birmingham as a teenager, he was moulded and developed by Dortmund before being picked off by Madrid for a transfer fee in excess of 100 million euros 12 months ago.

Without him, Dortmund struggled domestically this season, finishing fifth in the Bundesliga, 27 points adrift of Bayer Leverkusen.

Yet, 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 are the favourites but we don’t care, we haven’t been the favourites against Atletico or against PSG," said Terzic.

"But if we are brave and not here to watch Real Madrid lift the trophy, if we are here to give them a game, then we have a chance."

Over 100,000 fans of the German giants are estimated to have made the trip to London despite the club being allocated just 30,000 tickets for the 90,000 capacity stadium.

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.

The English Football Association have invested £5 million ($6 million) into improving safety and infrastructure at Wembley, which is also set to host the Euro 2028 final.