The Brazilian started at left-back for the Spanish giants as they ran out 3-1 winners over Jurgen Klopp’s men in Kiev.
It marked Real Madrid’s third consecutive victory in the competition and Marcelo’s fourth Champions League winner’s medal.
But the 31-year-old explained that the pressure on him felt overwhelming before the game.
"I couldn't breathe. I was trying not to panic," Marcelo told the Players' Tribune.
"This was in the dressing room right before the Champions League final against Liverpool in 2018.
"It felt like I had something stuck in my chest. This huge pressure. Do you know that feeling? I am not talking about nerves. Nerves are normal in football. This was something different.
"I am telling you, brother, it felt like I was suffocating.
"Everything had started the night before the final. I couldn't eat. I couldn't sleep.
"I was thinking only of the match. It was funny, actually, because my wife, Clarice, gets so mad at me for biting my nails, and she finally got me to stop a few years ago.
"But I woke up the morning of the final, and all my nails were gone.
"A little bit of nerves is normal in football. I don't care who you are, if you're not feeling anxious before playing in a final, you're not a real person.
"I don't care who you are. You're just trying not to shit your pants. It's the truth, brother!
"For me, the pressure was the most intense before the Liverpool final. Maybe people will think that is strange.
"We had already won two trophies in a row. Everybody on the outside wanted Liverpool to win. So what's the problem?
"Well, when you have a chance to make history, you feel that weight. But for some reason, I was really feeling it. I had never had such intense anxiety before, so I didn't know what was happening.
"I thought about calling for the doctor, but I was worried that he wouldn't let me play. And I had to play, 100%. I had to prove something to myself.
"A few days before the final a former Real Madrid player had said something about me on TV that stuck in my head.
"He'd been asked what he thought about the final, and he said, 'I think Marcelo should buy a poster of Mohamed Salah, put it up on his wall, and pray to it every night.'
"After 12 years and three Champions League trophies, he disrespected me like this on live TV. This comment was meant to sink me. But it gave me so much motivation.
"I wanted to make history. I wanted little kids in Brazil to look at me like I used to look at Roberto Carlos. I wanted them to start growing their hair out because of Marcelo, you know?
"So I was sitting at my locker, struggling to breathe, and I thought to myself, 'how many kids in the world play football? How many of them dream of playing in a Champions League final? Millions, millions, millions. Calm yourself. Lace up your boots, brother'."
"I knew that if I could just make it out to the pitch, I would be okay. For me, nothing bad can happen on a football pitch.
"You could be growing up in chaos, everything could be going crazy around you, but if you have a ball at your feet, you stop thinking. Everything is quiet, peaceful.
"When I finally stepped onto the grass, I was still having trouble breathing, and I thought, 'if I have to die out here tonight, f*** it. I'll die.'”
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