Emma Hayes admitted it would be a fairytale end to her Chelsea career by lifting the Women's Champions League for the first time at the end of the season.
Hayes will end her 12-year stay with the west-London club after this campaign with a move to become the new USA boss now confirmed.
The Champions League is the one major trophy that has eluded the 47-year-old during that time, with the Blues having lost 4-0 in the 2021 final to Barcelona and reached the semi-finals on three other occasions.
Speaking ahead of Chelsea's opening Group D fixture versus Real Madrid, Hayes told a press conference: "It would be a fairytale to win it, of course. But I didn't grow up liking fairytales - my sister did.
"I would love nothing more than to be in a winning position with this team."
Chelsea beat Real 2-0 at Kingsmeadow last season courtesy of goals from Sophie Ingle and Erin Cuthbert before they drew 1-1 in the Spanish capital.
And Hayes, who highlighted the threat of left-back and World Cup winner Olga Carmona, believes the experience of playing Wednesday's opponents has helped her side's preparations.
She added: "We have analysed last season's match and Real Madrid's other matches, including this weekend's match [a 7-1 win versus Real Sociedad]. We know what to expect.
"I think having been here helps, it's something familiar, but we don't underestimate them. They have many qualities, but I think they have the best on the extremes.
"The ability to go upwards, especially on the left with Olga. They have players looking for the back and putting balls into the area and they are very good in transition."
Chelsea captain Millie Bright admitted the news of Hayes' departure is "devastating".
She said: "It's been a bit of a whirlwind. I was devastated.
"She is a mentor, a coach, a friend, life coach - it's more than football playing under her. It is the hard part of football. I feel privileged to have played under her for so long."
