The two clubs from the Spanish capital will not only meet each other in the European showpiece, but both are also keen to unseat Barcelona from the league’s summit
Brazilian full-back Marcelo said Real Madrid must not think about their date with Atletico Madrid in the Champions League final as they bid to win La Liga.
Madrid will face Atletico in a rematch of the 2014 decider after seeing off Manchester City 1-0 in Wednesday's return leg at the Santiago Bernabeu.
An 11th European Cup is up for grabs for Madrid at San Siro on May 28 but Marcelo insisted his team-mates must turn their attention to leapfrogging La Liga title holders Barcelona and Atletico.
Madrid are third in the league, a point adrift of Barca and Atletico with two games remaining.
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"We cannot celebrate yet, as we have not won anything," Marcelo told Premium Sport.
"Above all we must not relax, because we still have to think about La Liga.
"Claiming an 11th title is not an obsession, and now our thoughts must go to the championship."
Madrid host Valencia in the Spanish capital on Sunday.