Rooney, 27, insists he is not fazed by challenging one of the biggest teams in Europe.
He said: "Everyone gets nervous before games but once I get on the pitch I'm focused on playing the game as best as I can and keeping my concentration.
"I've played in the Champions League for a number of years now and learnt to deal with the pressure these big games bring.
"I'm really excited about playing Madrid in probably the biggest club competition in the world.
"It should be a great game between two great teams.
"I'm sure it's going to be tough but we need to make sure we are ready.
"It should be very entertaining for the fans."