The Portugal international is confident that Los Blancos can make it to the showpiece in Munich in May, but stressed that they are focussing on La Liga for now, according to Goal.com.
Real Madrid defender Pepe believes that Los Blancos will be able to overcome Bayern Munich in the semi-finals of the Champions League in order to book their ticket to the final.
Jose Mourinho`s men qualified for the final four by beating APOEL 8-2 on aggregate in the quarter-finals to set up a date with their continental rivals from Germany.
Pepe is expecting a difficult tie against the Bavarians, but is confident that his side can go all the way in Europe`s elite club competition.
"Bayern Munich are a quality team with excellent players. We expect to play a good game in Munich and resolve the tie at the Bernabeu and reach the final," Pepe was quoted as saying on the club`s official website.
The centre-back insisted that Madrid are not thinking too far ahead as they are solely focussing on La Liga for now.
"We only talk about the match against Valencia because of how much will be at stake for us."
Madrid defend a six-point lead over rivals Barcelona in the Primera Division.