PSG have advanced to the final of Europe's premier club competition after defeating RB Lezipig 2-0 in the semi-finals on Wednesday evening.
The Paris have been known to freeze in the big moments in recent years when it comes to Champions League, but Mbappe feels that can all change on Sunday night.
"This is exactly the reason I am here," Mbappe told a news conference, as per Goal.
"I always said I wanted to write the history of French football. I have another opportunity to do that tomorrow.
"When I arrived in 2017, PSG had difficulties, now we're in the final. It shows we never gave up and it will be an amazing thing for a French team to win the Champions League. It's why I signed.
"I have always dreamed of facing the best players. You want to face and beat the best. We need to play as we always do. We hope to go back to Paris with the cup. It's the biggest club competition.
"Obviously it's quite hard to play behind closed doors. We would have wanted the fans here but we know they will be supporting us. It's still a Champions League final. It is a very special year."