Real still sweating on Pepe, Benzema
Benzema has been struggling with a hamstring problem, while Pepe has been troubled with a calf injury in recent weeks.
In his press conference on Friday, Real coach Carlo Ancelotti explained that neither man had trained in the build-up to the clash with bitter rivals Atletico Madrid in Lisbon, but there was positive news in that Cristiano Ronaldo had experienced no setbacks after overcoming a muscle problem.
"We will assess the injuries at training," he said.
"Cristiano has trained without problems but Pepe and Benzema haven't trained this week.
"We will take the decision for tomorrow after this session which they will take part in."
Saturday represents Real's first final since 2002 as they continue to chase a 10th title - La Decima - and Ancelotti was under no illusions about the importance of the occasion.
The Italian is himself bidding to become only the second man to win Europe's premier club competition for a third time as a coach, after Bob Paisley did so with Liverpool in the 1970s and 80s.
"This is my seventh final and we are lucky to be here," he said. "Personally I don't have to ask any more of this competition.
"Everyone knows how important this competition is for Real Madrid. On my first day I said I'd do all I could to help Real Madrid win this competition.
"You have to enjoy this experience. I have clear memories of my last press conference before the 2007 final and I said "This may be my last press conference, let me enjoy it".
"It wasn't, but this one may be - so let me enjoy it. There's a thin line between an obsession and a dream, but my aim is to realise the dream."