Los Blancos have a chance to potentially overshadow Barca's achievement of winning a domestic double with victory in Kiev on Saturday night.
Alba will spend the next seven weeks or so with a number of Madrid players as a member of Spain's World Cup squad, but he is unable to see past the El Clasico divide as the intriguing final approaches.
"My relationship with the Madrid players is great. When I am with the Spain team I spend most time with them," he told Mundo Deportivo. "But I want Liverpool to win and Madrid to lose. In fact, I want Madrid to lose every match.
"I have no problem with saying it, and nobody should take it badly. If Madrid win I will sleep the same and not make it a drama.
"I will watch the final and the best will win, it's a game. And I will congratulate my Madrid teammates [if they win]. The atmosphere between us is great and that has to stay. And then, when the season is over, we can all focus on the World Cup."
Madrid lifted the Champions League trophy in 2014, 2016 and 2017.