Milan have no need to fear Real Madrid and their coach Paulo Fonseca is targeting a statement win in the Champions League.
Despite having won more Champions League/European Cup titles (seven) than any other club apart from Madrid (15), it has been 17 years since Milan last lifted the trophy in 2007.
On the other hand, holders Madrid have won the Champions League six times since 2013-14.
But Fonseca sees no reason to fear Los Blancos at the Santiago Bernabeu, where Carlo Ancelotti's side were recently hammered 4-0 by Barcelona.
"We're playing against a team that aspires to win the Champions League every year and for us it's a great opportunity to grow," Fonseca said.
"We'll play without fear of anything, with courage, because we believe we can play a great game and do great things.
"I always transmit to my team the desire to win and tomorrow will be no different. Real Madrid are a great team, but we will go out there thinking about winning. After that, anything can happen, but that's the mentality.
"To win a match like this, we have to defend well, have possession of the ball and create dangerous situations. A match against Real Madrid is a chance to show the world our quality and the way we are growing."
Madrid are 12th in the 36-team Champions League table with six points, while Milan are languishing in 25th spot – just outside the play-off places – with three points after three games.
Fonseca explained Milan had carefully studied Barcelona's 4-0 win over Madrid in last month's Clasico.
"I saw the derby, it's impossible not to watch it. They are teams I like to watch and I paid close attention to the game," Fonseca said.
"We are different from Barcelona but it was important to see Real Madrid's intentions against them because Barca have a similar way of defending with us. We made the whole team watch the game.
"It is the match between the two clubs that have won the Champions League the most. There are many games in the continent that are big, but this one is obviously something special, a match between two clubs that are attractive.
"We hope to put on a good show for people who enjoy good football."
Milan are winless in their last three Champions League games against Madrid (D2 L1) since they won 3-2 in October 2009 with goals from Andrea Pirlo and Alexandre Pato.
Madrid have won five of their seven home matches against Milan in the competition (D1 L1), beating them 2-0 in the most recent such match in October 2010.