The clash in Paris on May 28 will be the third of Jurgen Klopp's reign and the first saw the Reds beaten 3-1 in Kiev back in 2018 after two mistakes from goalkeeper Loris Karius either side of a wonder-goal from Gareth Bale.
Los Blancos were also Liverpool's conquerors at the quarter-final stage of last season's Champions League campaign and given their recent history, Robertson says the Spaniards are owed one from Klopp's men.
"Look, obviously the final against Madrid didn't go as we wanted it to and they put us out last season as well, so since I've been here we've not managed to get one over on Real Madrid," Robertson said after Saturday's FA Cup final win at Wembley. "They've knocked us out and they have beaten us in the final, so it'd be nice to play them again and try and get one over on them because we've not managed it.
"But when it comes to cup finals you want to win them all regardless, it doesn't really matter who you play. You want to win the trophy and that's my mindset, but it's also Real Madrid's mindset. So it'll be an incredibly difficult game but we've got big Premier League games to focus on first and then we'll have a week to focus on that game.
"We've shown that we know how to win trophies. We've stood tall, put in good performances, dug deep when it matters and we're delighted to obviously have the two trophies in the bag. That's incredible and we're still fighting for the Premier League. It's out of our hands but we'll obviously fight for the Champions League when the time comes to it."
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