It will be the club's second consecutive Champions League final after losing to Real Madrid in Kiev last season.
The Reds are currently enjoying a six-day training camp in Marbella ahead of the meeting with Tottenham in Madrid, and Mane says there is a positive feeling around the squad.
He told the club's website: "We have some experience about it and we know how it is because we were there last year and were unlucky we didn't win, although Real [Madrid] were very good. We are feeling really, really positive and for us it would be a big, big thing [to win it].
"Tottenham and ourselves are both really young, but we both have lots of experience and have played every kind of game. It is exciting and we want to win it, for sure – everybody knows. We're not here to think twice about it, we're just going to go there to try to win it."