Simeone: Atletico must learn to tame Llorente
Spain striker Llorente, who has been labelled 'El Rey Leon' because of his thick blond mane, stands at 195cm and has come through the Basque club's youth ranks as a classic number nine with an intimidating physical presence.
The 27-year-old caught the eye of many of Europe's top clubs at the World Cup finals in South Africa two years ago, in particular with his match-changing contribution off the bench in Spain's 1-0 second-round win over Portugal.
"Bilbao are a team who like to go forward, who play very well and they have proved throughout the season they are a very competitive side," Atletico coach Simeone told reporters.
"Their strength lies in how quickly they look to move the ball once they have regained possession, and their focal point is Llorente.
"We will have to be very careful to deny them spaces."
This season Llorente has continued to disrupt defences with his strength and has scored more headers than anyone else in La Liga with 10 of his 17 strikes coming from his head rather than his foot.
He is also Bilbao's leading scorer in Europe, where he has netted seven goals, including the decisive third that took them past Portugal's Sporting in dramatic style in their semi-final second leg last week.
Having Llorente marauding around their area is bad news for Atletico, who have suffered at set pieces. Both of Valencia's goals in the Europa League semi-final came from corners.
It is not all bad news for Atletico as their main goal threat is also a beast in the penalty area.
Colombia striker Radamel Falcao was named 'El Tigre' (The Tiger) after a man-of-the-match award handed out in Argentina when he was in the River Plate youth ranks.
The 26-year-old has quickly adapted to life at the Calderon after his club record 40 million euros signing from Porto in the close season, when he was brought in to replace the departing Sergio Aguero and Diego Forlan.
He has not disappointed.
Falcao is Atletico's leading scorer in La Liga with 23 goals, third behind Lionel Messi and Cristiano Ronaldo, and is joint-top scorer in the Europa League with Schalke 04's Klaas-Jan Huntelaar on 10.
Like Llorente, Falcao is a serious aerial threat and is La Liga's second most prolific scorer of headers. He makes up for a lack of height, 177cm, with a prodigious leap.
Falcao top scored with 17 goals as Porto won the Europa League last season.