Veteran midfielder Pirlo, now plying his trade in MLS with New York City FC, was part of the Juve side beaten by Barcelona in Berlin two years ago.
A number of key men remain from that night, with the likes of Gianluigi Buffon, Giorgio Chiellini, Leonardo Bonucci all set to start once more.
And Pirlo is confident that they, and new stars such as Gonzalo Higuain, Miralem Pjanic and Paulo Dybala, plus serial winner Dani Alves, can wreck Los Blancos’ back-to-back hopes and take the Champions League trophy to Turin.
“I was not surprised by Juve, even if it’s not easy to win everything, as I knew this season they were targeting the Champions League,” said Pirlo, writing in La Stampa. “I expected nothing other than this.
“I remember in December, when I went back to Turin and had dinner with Gigi [Buffon], chatting to other former team-mates too, they were convinced they had a great squad and could go all the way.
“There was that confidence and hunger, which I too have known. A final is not yet the end and Real are a great team; there’s reason to fear, but that’s true of all opponents at this level.
“If Juve face this test the way they know how, they’ve got a big chance of winning.”
Max Allegri’s men will become only the second Italian side in history – after Inter Milan in 2009-10 – to complete the treble if successful in the Welsh capital.
Allegri’s side sauntered to the Serie A title, before beating Lazio at the Stadio Olimpico to take the Coppa Italia also.
According to Pirlo, that is quite simply because “this season they never got it wrong in the games that matter.”
Pirlo, now 37, spent much of his career playing with Buffon, first at international level and later with the Italian champions.
Buffon has never won Europe’s biggest prize, a feat Pirlo twice managed with AC Milan. On Saturday night, he hopes that arguably the greatest goalkeeper of all time finally comes up trumps.
“I am happy for Gianluigi Buffon . He’s been waiting a lifetime to lift this cup. I hope he wins it, after coming so close at other times. I say this as a friend and a former team-mate, someone who knows him well. He deserves it, it’s the only thing he’s missing.
“I read that he could win the Ballon d’Or; he hasn’t surprised me, not even in this extraordinary season, because when he truly believes in something and has that objective in his head, he’ll do anything to reach it.”