La Dea will meet Real Madrid in Warsaw next week.
De Roon said: "It's going to be fantastic. It's something we earned by winning that trophy and playing a brilliant game against Leverkusen. This is the icing on the cake against probably the best club in the world. They have been at the top for years, so being able to play against a team like that is very special. We have a lot of respect for Real Madrid.
"We are going to do our very best. It's something very prestigious, but we shouldn't put too much pressure on ourselves and should just enjoy it and do the best we can. Especially with Kylian Mbappé they are now even stronger. It's a fantastic team, but we are happy to be the underdogs. It was the same against Leverkusen, so perhaps that's a good role for us."
On also being in the Champions League this new season, De Roon also stated: "That's really cool, of course. We have reached the Champions League three times before with this team and afterwards it was insinuated that Atalanta were finished, that the fairy tale was over, that we weren't that good any more. Then, within a year, we win the Europa League and will be playing in the Champions League again, which is the highest level you can achieve.
"We know we will have to be even better and faster. It can only help the team to improve, and it will also be good for Serie A. It's fantastic that we've managed to achieve this and continue as a team that is still growing."