On Tuesday night, the Dutchman is set to make his 100th appearance in the competition, one which he has had a great affinity with throughout the years.
"Real Madrid are a fantastic club, particularly with the performances in Europe," Robben told UEFA.com.
"The goal when I was there was to win the club's 10th European Cup, that was really the big dream for me.
"I played there for two years but we didn't manage to win the trophy. When I left, it felt like a step back at that time.
"Bayern hadn't been as successful in Europe in previous years at that time and my goal was to play at the highest level possible, and that means winning the Champions League."