Pep Guardiola's men face Atletico Madrid in the second leg of our quarter-final clash on Wednesday night, looking to protect our 1-0 lead from the first leg at the Etihad Stadium.
Club captain Fernandinho faced the media ahead of the game and urged his teammates to channel their energy on finishing the job.
"The Champions League is the most prestigious competition and we want to win it," he said. "I have another chance. We will try to do it.
"We have to focus on the game, play our football and hurt them with the ball. It will be a hostile environment but we have to be ready for that.
"In the Champions League knock-out stages, anything can happen. It will be really important to concentrate on the match.
"It will be hard for us playing in the quarter-finals of the Champions League and they defend so well. They put players behind the ball. With it being 1-0 maybe it will be different there - we have to be ready to defend and attack.
"We have been in this position playing the same way for the last four, five years, all the time we end the season fighting for two, three even four competitions and I hope we have chances to win trophies.
"The Final [last year] hurt everyone in the club - it was so hard for us., in the meantime we were so proud because to achieve this and play a Champions League Final and the way we played last season. But we have a chance to go again."
The Brazilian midfielder also revealed he and his family are discussing the decision to call time on his City career and return home at the end of the 2021/22 season, as he seeks more regular playing time.
Our Club captain has been an integral part of City’s success since he arrived in Manchester in 2013, having clocked 373 appearances in all competitions, lifting 12 trophies.
Having signed a one-year contract last summer, Fernandinho was asked whether he would renew for another season and replied: “I don’t think so. I want to play. I will go back to Brazil for sure, yes.
“After nine years, maybe after the 2018/19 season, when I changed my position, it was a little hard for me to cover.
“With age, it’s a little hard for me. I put myself in the position to help wherever I can and I am glad.
“I’m not playing much but I try to help wherever I can. Sometimes off the pitch and sometimes on.
“I decided with my family. That is the most important [thing] to me.”
Naturally, Pep Guardiola has always spoken highly of his skipper and the role he plays within the squad, and says the pair will discuss options at the end of the season.
“We will see what happens - we don't know,” he said. “Fernandinho is so important for me. I will talk to him.
“At the end of the season, we will talk. Maybe it is a family decision, maybe he wants more minutes. I will talk of course but at the end of the season.
“The role Fernandinho plays, I said many times…I like players who behave good behind the scenes. I know what he does behind the scenes.
“He does things for the benefit of the team and this is a real captain. I arrived when he was here. Few players (still here) were here.
“So we know each quite well and from day one until now, he has been an incredible player for Manchester City. There are things nobody knows but I know exactly what he does.”