Raphael Varane believes they can overcome Manchester City when the competition resumes next month.
Real Madrid ended their 2019/20 campaign with a 2-2 draw at Leganes, having already been crowned the champions of Spain.
Zidane’s men still have a chance to overturn the 2-1 last-16-first-leg against Manchester City on August 7.
The Los Blancos claimed their first title since 2017 by finishing five points clear off Barcelona and believes that they will fight to the end when they visit Etihad next month.
“This is Real Madrid and at this club, anything is possible,” Varane told French outlet Le Parisien.
“Even if the situation is difficult, the hope is always there. When you wear this shirt, you have a responsibility.
“We know a difficult game awaits us but we’re going to approach it with incredible hunger.
“That’s the debt we owe our fans. We can’t predict the result but we will fight to the end.”
The French defender went on to praise his teammate Karim Benzema whose goals helped Real Madrid ensure their 34th La Liga trophy.
“I wouldn’t say that the last season has been the best season of his career,” added the defender.
“But that’s only because I’ve known him a long time. I am just glad to see him so radiant and happy now.
“He’s really taken on the responsibility and assumed his role as leader of the attack.”
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