At the age of 20, Goretzka made his debut at the Bernabéu with Schalke in March 2015.
The Royal Blues won 4-3 against the defending champions and favourites in the second leg of the round of 16.
He said: “We only needed one goal to qualify; Benedikt Höwedes had a great chance in stoppage time. That was the match in which Leroy Sané first made his mark. Although we didn’t qualify, it remains a wonderful memory because we received a warm ovation from the Bernabéu crowd.”
In addition to his home matches against Real Madrid with Schalke and Bayern, Goretzka played once more in Madrid, in a match he described as a “nightmare”.
He said: “Unfortunately, under Thomas Tuchel, we played that match in which we thought we’d already reached the final, but in the end it wasn’t enough.”
Goretzka remained on the bench for the full 90 minutes, with Bayern leading 1-0 thanks to a superb goal from Alphonso Davies; an away win would have been enough to progress following a 2-2 draw in the first leg, but substitute Joselu scored twice in the dying minutes to knock Bayern out of the 2024 edition.
Now, the team returns to the Bernabéu on Tuesday looking to be the ones celebrating this time, two years on from that cruel last-gasp elimination.
Goretzka added: “We haven’t had much success against Real Madrid recently, and we’re desperate to turn those statistics around.”
Bayern have not won any of their last eight matches against the 15-time European champions, although all of them – with the exception of a 4-0 defeat in the 2014 semi-final – were extremely close.
He said: “For any German, Real Madrid means the Champions League; they are the champions of this competition and have been the dominant side over the last 10 to 15 years. It is a clash between two giants of European football.”