The former Rojiblancos forward has been impressed by Diego Simeone's work at the club and says they're doing things the right way.
"They have to go little by little," Forlan said to MARCA in Orlando.
"They came very close twice, once leading until the 93rd minute and losing the other on penalties.
"They're on the right track but everyone prepares themselves to win the Champions League.
"Nobody wants to cross Atletico because of what they've achieved. They've earned respect."
Atletico have continued to evolve this summer with something of an overhaul of their squad, and Forlan doesn't see their growth as anything new.
"They grow year after year," Forlan explained.
"They changed stadium and they've shown their development in the most important way - with results.
"Simeone's arrival has meant that year after year the players change but the requirements are the same."