The Real Madrid star will return to his native Portugal for the May 24 final in Lisbon as the Spanish rivals collide in European football's most prestigious occasion.
The 2013 FIFA Ballon d'Or winner is excited ahead of the match and said his Real team-mates will not be taking their opponents lightly.
Atletico, locked in a battle for the Liga title with Barcelona, present a "very tricky" challenge according to Ronaldo.
"It is going to be a very special match, and in my own country too. I'm very happy and excited," he is quoted by Real Madrid's official website.
"We know it's going to be a very tricky match because Atletico are having a great year, they're a very good team with a great coach.
"Atletico Madrid is a very compact side and is very strong mentally. It is always difficult to predict who the winner will be in a final.
"It is a very different kind of match and I think it will be decided on the smallest of details.
"But we're going to try and win and play our best. The team is doing well and feeling confident.
"As a kid I remember watching the big finals and seeing the players lift the Champions League trophy. It's a moment that all Madrid fans dream of, La Decima (10th European Cup).
"We're all really excited, so we have to win."
Real have been waiting since 2002 to lift the Champions League and Ronaldo has acknowledged there is significant pressure on his side to break the drought.
But that comes with the territory of playing for Real, according to Ronaldo, who embraces the weight of expectation.
"It is a trophy we have spent years trying to win," he added.
"As a result, from the very first day we arrive at the club we feel a positive kind of pressure geared towards winning the Champions League.
"This year it feels like we are just one small step away from doing it. Pressure is a part of football and of playing for Real Madrid. We are used to having to win all the time, but it is fine.
"I like the pressure because it makes me a better player. It is a special kind of adrenalin we feel.
"We have to play the same way we have in previous games. We've been successful doing that and have beaten huge teams. This will be a difficult challenge."
