Los Blancos will be hoping to overturn their 3-0 deficit when they welcome the English side to the Spanish capital.
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However, the Ghana international is confident that his experienced team can secure a double against Carlo Ancelotti’s men.
“I think we've experienced this many times when we play here and I think it's not going to be something different,” Partey told Arsenal website.
“We just have to be confident with the ball and try to play our game.
“We all know what we have to do. We have to go there with the mentality to win. We want to win every game.
“And I think we have to play our game, be confident with the ball and also try to find our weaknesses and keep attacking them.”