Chelsea captain Cesar Azpilcueta expects to be pushed to the limit by Real Madrid.
Having defeated Lille 4-1 on aggregate as in their defence of the Champions League title, Chelsea have now been drawn against Real Madrid in this season's quarter-finals.
"The favourites have to be shown on the pitch," he said. "We were not the favourites when we played them in last season's Champions League and we managed to win it.
"We know it will be a difficult tie facing a club like Real Madrid, they are the team that has won the Champions League the most times. They are coming off a great tie against PSG, where they showed their strength.
"It's going to be hard to beat them but we're the champions and we have to show it because it's a tie and an opponent that will demand everything from us."
Azpilicueta also said: "Last year we were fortunate enough to beat Real Madrid and qualify for the final, but we know this will be a complicated tie with different circumstances. We still don't know if we will play behind closed doors because of the sanctions or not, although of course we hope we can play with a crowd.
"So these are different circumstances. Then there were no supporters, now we hope to have them at Stamford Bridge for the first game. It also changes in Madrid because last year we played at the sports city at Valdebebas, now we are going to do it at the Bernabeu.
"After two years without supporters because of the pandemic, we know how difficult it is to play a game like this in an empty stadium. We want to keep the fans close."
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