On May 28 in Milan, Atletico will take on capital rivals Real Madrid in the 2016 European Cup final.
Ten-time winners Real Madrid pipped Atletico to second position in La Liga on the final weekend, but Oblak does not see his team as the underdogs in the final.
"We're still a few days away and we're all waiting. I'm happy to participate [in the final], but it's not enough to play in it. It must be won. I hope I'll be happy when it's over," Oblak told Marca.
"I never make predictions before a match because you never know what will happen. When you enter the pitch, you see how things go, but at first it's difficult. You can imagine one thing and then another happens. Derbies are always difficult, in the league, Champions League or wherever, and no-one knows how it will end. We'll see on the 28th."
Real Madrid overcame Atletico when the pair met in the 2014 Champions League final.