“We know how tough it is. Of course, that’s an added source of motivation, and if we do win the final, our names will be written into the club’s history books forever.”
Marseille are also battling for a top-three finish in the French league, and the fear is that fatigue will be a factor as they try to break down Atletico’s brilliant defence.
“They are a big club, a super team with great players and a great coach. They are used to playing in big European matches. They are clear favourites but we will do everything to create a surprise,” winger Florian Thauvin told sports daily L’Equipe.
Payet is “optimistic” he will shake off a minor muscle problem to feature in Wednesday’s game, where Marseille will hope to have a big support behind them.
Only around 11,500 of their fans will officially be in attendance, however, but several thousand more should make the three-hour trip to Lyon.
Authorities are preparing for the threat of trouble, with a big rivalry developing in recent years between Marseille and Lyon.
Since reaching the final, Marseille fans have taunted Lyon and their outspoken president Jean-Michel Aulas with chants of: “We’re going to smash up your house”.
There will be 1,250 police officers deployed in the city and around the Groupama Stadium, where Wednesday’s match will start at 8:45pm (1845 GMT).