Madrid became the first team to retain the trophy in its current guise in June when beating Juventus 4-1 under the watch of Zidane, who also enjoyed success in the competition during his playing days.
Pochettino has a real respect for the Frenchman and acknowledges that it will be tough getting the better of Los Blancos when they face off, but he is targeting all three points in the Spanish capital.
"Madrid have been the best team in the world in the last few years," he told beIN Sports. "They've proved that and, honestly, I have a weakness for Zinedine Zidane, as a footballer and now.
"Of course, we'll try to use our weapons to play a good game and to win, because we're going there to win."
Zidane replaced Rafael Benitez at the Madrid helm in January 2016, winning seven major honours since then.