Real Madrid have produced some of the most incredible comebacks in Champions League history in their run up to the final.
Carlo Ancelotti's side have had to come from behind to go past Paris Saint Germain, Chelsea and Manchester City in the knockout rounds, even when they looked dead and buried at times.
But former Real Madrid goalkeeper Casillas believes all those remarkable comebacks will count for nothing if they do not return the coveted trophy to the Spanish capital.
"The comebacks are very good but now we have to get it. We need the icing on the cake," Casillas wrote for the Players Tribune. "If you don't get that icing, the cake won't be complete, right?
"If the cup does not reach the showcases, nobody is going to remember what happened with PSG, with Chelsea and with Manchester City. To be exciting, it has to be until the end, with the prize.
"One step away from glory for the 14th time, people think that winning the Champions League is easy and it is not. If just reaching a Champions League semi-final is something incredible, when you get one, two or three cups you have to be proud."
Real Madrid have not won the Champions League since beating Liverpool in the 2018 final in Kiev.
In 16 years at Real Madrid between 1999 and 2015, Casillas won three UEFA Champions League trophies, five Spanish La Liga titles and two Copa del Reys, amongst numerous other trophies.
The 41-year-old captained Spain to win the European Championships in 2008 and 2012 as well as the FIFA World Cup in 2010.
