The final of Europe's lucrative competition will take place at Real's Santiago Bernabeu on May 22.

"At Real Madrid, we should work hard and avoid thinking about the 22 May Champions League final at the Bernabeu," Casillas told the club's official website.

"That would be a mistake. We should take things slowly. Our minds are now set on our match against Racing Santander."

Real, who bowed out of the King's Cup after a stunning 4-1 aggregate defeat to third-tier Alcorcon, are second in Group C in the Champions League with seven points, behind leaders AC Milan on goal difference.

Marseille, who battle with Real and Milan for a place in the competition's knockout stage, lie third on six points with two matches remaining.

Spanish giants Real won the last of their record nine Champions League triumphs in 2002.