Pep Guardiola's side will face Inter Milan in Istanbul as they bid to complete a famous treble.
Manchester City have already won the Premier League and added the FA Cup by beating Manchester United 2-1 over the weekend.
City are aiming to be crowned champions of Europe for the first time in their history, having come close a number of times, most notably in the 2021 final when they lost 1-0 to Chelsea.
Inter Milan are in the final for the first time since 2010 and Simone Inzaghi's side boast some impressive players, including World Cup winner Lautaro Martinez.
“There was belief anyway but there was no point talking about it before,” De Bruyne said after the win over Manchester United.
“We know now. I want to win the Champions League and I want to win the treble but we were getting ready to win this game (against United).
“We deserved to win. I am very happy and very proud. We should enjoy next week and hopefully we can perform the best we can.
“Inter are a very good team. Finals are 50-50. We were favourites today. It is always difficult. You have to manage these moments. There will be moments when it is tough but in the big moments we try to do our job.
“Inter have great players and we have respect for them. They haven’t got to the final by beating easy teams.”
