Simeone has dismissed any suggestion the Copa del Rey will take on secondary significance for the Rojiblancos.
Simeone, who led Atletico to the cup title last season, said: "Since I was a small kid I've always wanted to win, even at table football.
"The cup is a competition that has given us a lot of joy and we respect it like we respected the friendlies in Peru and Argentina. We have this characteristic, this desire.
"We only play to win in the best manner."
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