Dalot is battling to overcome injury to make the clash with Tottenham in Bilbao.
He said at yesterday's UEFA media day: “You can imagine how much I want to return as soon as possible, so I am doing my best to recover in time, but we will see.
"When you get to this stage of a competition like this, I don't think what we've done so far will have a big impact on the final result. It's two English teams, two big clubs, and it's going to be a great game. The aim is to be at our best physically and mentally to be able to win."
On the prospect of winning the final, Dalot continued: "It would make things less bad than they are at the moment. Everyone knows that these are not the club's standards, not even close, we have not lived up to what this club deserves. So the least we can do for our fans, who suffer as much as we do, is to win a competition, in this case a European competition.
"I know how much European nights mean to this club, and it's an opportunity to get into the Champions League next season, where this club should be."
We can't switch off and on
Asked about the difference in performance in Europe and the Premier League, Dalot also said: "It's something we need to work on. If we want to be a top team, we can't switch on and off depending on the competition.
"We need to keep the same mentality, even if we change the eleven players on the pitch.
"In every competition and in every game the demands are always high, and playing for this club you always have to win. This season has been a rollercoaster of emotions and results, but in the Europa League we have found the consistency that we lacked in the domestic competitions."