“It would be a historic moment,” he told Real Madrid TV on Tuesday.
“We are excited — the whole team. We do not realise completely the history we are making, and maybe that is best so people remain focused on the game.
“Later, if all goes well, we will go down in history. I am confident, feeling good, and my teammates [are] too. To win a fifth would be damn great.”
Paco Gento, a Madrid winger in the 1950s and 1960s, is the only player to have won the European Cup six times.
If Madrid beat Liverpool, Ronaldo would join a list of nine players who won the cup five times — seven of whom are fellow Madrid players from the late 1950s, among them legends Alfredo Di Stefano and Hector Rial.
“Finals are always special,” Ronaldo said. “I’d prefer if it had been Manchester United. You have to respect Liverpool a lot. I don’t believe it will be any easier. They deserve to be there. They remind me of Madrid three or four years ago. The three up front — very fast, powerful, I respect that.
“But Madrid is the best. We must be at our level while respecting the opponent.”