The teams played out a goalless draw in the Spanish capital on Tuesday, leaving the tie finely poised ahead of the return fixture at Stamford Bridge next Wednesday.
And despite Chelsea having home advantage, Filipe believes Atleti have every chance of progressing to the final.
"The return leg is completely open," he said. "We will look to try to score there, all the while being sensible.
"We know it can still go either way but they are playing at home and are very strong (at Stamford Bridge)."
The Liga leaders will be without captain Gabi for the trip to London - suspended following his first-leg booking - but Filipe is hopeful he will not be too sorely missed.
"(Gabi's suspension for the second match) represents an important loss to us, especially as he is our captain," he added. "We will try to cover that loss as best as we can."
