The full-back says the excitement ahead of what is arguably the biggest game in the Club’s history has been palpable in training, but feels that is both unsurprising and necessary in the unpredictable world of knockout football.
Cancelo will fulfil a lifelong dream should he feature at the Estadio do Dragao and whilst he admits he can feel the adrenaline of the tie already he says the players cannot afford to deviate from our usual approach if they are to write their name into City folklore.
“In the Champions League, you win or you are out,” he said.
“Mentally, it's difficult to handle. The Champions League is another adrenaline.
“I feel different adrenaline in every training session this week, but I guess it is normal for the size of the game on Saturday.
“My teammates and I want to make history in this club. It's the first Champions League final for the club.
“We work hard every day during a whole season to get to this moment, so it's the realisation of a dream being in this final.
“Everyone of us dreams about playing a Champions League final. It's a dream come true for every football player.
“To me, it's a dream of childhood. First, becoming a professional football player and then playing a Champions League final.
“We are really looking forward to Saturday, we are getting ready for the big day. I think we need to be true to ourselves, keep our identity, who we are as a team.
“We can wrap up an incredible season if we win the Champions League, after we have already won the Carabao Cup and the Premier League.
“It can be an unforgettable season.”
Cancelo has been a key figure in City’s fight to record a famous treble.
Improvement has been a theme of his second campaign in England, with the Portugal international bringing a new way of playing to the full-back role and excelling on both the right and left side of defence.
The 26-year-old credits his growing maturity to his development and feels his ability to move inside to provide an extra man in midfield has been important to Guardiola’s side’s success.
“I wasn't used to playing inside, but today I feel I'm a more versatile player, I can do more things on the pitch,” he added.
“I try to do what the manager says the best way I can. I just want to contribute to the team to achieve our goals.
“I feel in that position I contributed to the success of the team. At the beginning of the year, we didn't get the results we expected, so I think my change of position helped to shake up the team.
“I think I have made a step forward this season. My mentality changed and the way I see football also changed.
“I have also matured and evolved as a person, so that has helped me in my transformation on the pitch.
“I'm very confident in my qualities as a player, so both my skills and my mentality has helped me made the step up on my game.”
Guardiola has also played a crucial role in Cancelo’s development, with the manager having the foresight to design a system which requires the full-backs to operate outside of their traditional areas of the pitch.
It is yet another sign of his inventiveness and with City hoping to peak in Portugal, Cancelo says the Catalan’s philosophy is crucial to the team.
“It's a pleasure to work with this team every day and having Pep Guardiola as the manager,” said City’s No.27.
“He has revolutionised the game. He is always ahead of the game. He helps us become better players and a better team as well.
“I think he plays a huge part in the evolution of this team and how he has managed to improve the players.”