Thierry Henry has given Arsenal a key piece of advice if they hope to pull off a major upset against Real Madrid in the Champions League quarter-finals.

The two sides are set to face each other in Europe’s elite competition for the first time in 18 years, following Madrid’s dramatic penalty shootout victory over Atletico Madrid.

Once again, Los Blancos showcased their dominance in the tournament, overcoming their city rivals in a tense battle to set up a clash with Mikel Arteta’s Arsenal, who eased past PSV Eindhoven in the previous round.

Few understand what it takes to beat Real Madrid in the Champions League better than Henry, who scored the decisive goal when Arsenal stunned Los Merengues at the Santiago Bernabéu in the 2005/06 Round of 16. Arsène Wenger’s side were heavy underdogs, but Henry’s moment of brilliance secured a historic 1-0 win.

Now, as Arsenal prepare for another monumental challenge against the 14-time European champions, Henry has shared the mindset his former club must adopt.

“Believe that you can,” he said.

“I’ve been in that situation with a team with a tiny bit less talent, I will be honest. When we drew Real Madrid, everyone laughed, especially in Spain.

“If you go there believing you cannot beat Real Madrid, and they are already better than you – better team, better squad, they have 15 on the sleeve and we have none – you may as well not go and play if you don’t think you can beat them.

“If you arrive in front of Real Madrid thinking, ‘Let’s see what’s going to happen,’ you might as well not go. I do believe that you go into a game believing you can win. This is what dreams are made of.

“I’ve seen Greece winning the Euros, I’ve seen Leicester winning the league – just believe that you can, that’s what I’m saying. Are you going to do it? That’s a different ball game.”

Henry acknowledged Madrid’s resilience in the Champions League, pointing to past encounters where elite teams failed to overcome them, even after playing exceptionally well.

“Look at how Atletico beat them. They played them more than well so many times, and it still wasn’t enough. I’ve seen City play Real Madrid so many times, so well, and it still wasn’t enough.

“If you go there without the belief you can win, stay at home.

“We’ve seen teams being good defensively, offensively, not in the tunnel. To beat Real Madrid, you need the perfect game from minute one, right when the referee blows the whistle.

“It has to be the perfect game if you want to knock out Real Madrid. Even if you are perfect, it might not be enough. Now it’s on the team to show if they can do it at home and then away – that’s a tough task.”

Henry’s words highlight just how monumental the challenge ahead is for Arsenal. Real Madrid’s dominance in Europe speaks for itself, and their ability to rise to the occasion in high-pressure situations remains unmatched.

As the two clubs prepare for battle, Arsenal will need more than just belief to stand a chance – they will need the performance of a lifetime to stop Madrid’s relentless pursuit of yet another Champions League title.