The Algerian winger has been in sensational form this season and emerged a key figure in our march to a first-ever Champions League, scoring both goals in our decisive semi-final second leg win at home to Paris Saint-Germain.
Mahrez has also been in imperious form on the domestic stage helping City regain the Premier League title and lift a fourth successive Carabao Cup.
But the 29-year-old admits the thought of stepping out to play in the biggest match in European club football would be a special moment in his career.
“It’s a dream. Since I was a baby, since I was young, a young teenager, [I’ve been] watching this type of final – that’s why it’s special. Now we have to play a good game and to win,” Mahrez declared.
“It means a lot because you remember where you come from and you’re thinking, ‘Wow! It’s a good achievement.’ It’s good to play the final, but you need to play it to win it.
“It’s massive [for the club too]. It’s the first time for the club, the first time for a lot of us, but it’s massive for everyone.
“It would mean a lot to win the Champions League here. It would mean so much to this club, to this organisation because we’ve never won it. It would be amazing to lift it.”
As he approaches the end of his third season at City, Mahrez has gone from strength to strength at the Etihad, weighing in with a succession of crucial goals and superb all-round performances.
Already a Premier League title winner from his time at Leicester City, he has subsequently helped City win two league titles, three Carabao Cups and an FA Cup so far.
And he admits he has further improved and developed as a player since joining Pep Guardiola’s squad.
“It’s been a very good journey. I came here to try and win more trophies and we’re doing that every season and I’m very happy here,” Mahrez continued.
“I’ve improved a lot of things. Working with Pep and top players makes you improve. I’ve played more games, have more experience so it improves you automatically. It takes you to the next step
“It’s an honour [to be one of few Algerians ever to reach the Champions League final].
“It’s always good for people from my country do good things. We will see in the final what will happen. It would be a big, big achievement.
“We’re going to give everything to try to win it because we know how important it is. I’m very grateful. It’s been a lot of work but it’s not finished. I still have things to achieve.”
Mahrez also has no doubts when reflecting on what he felt to be the key moment in this season’s passage to the Champions League final.
The Algerian pointed to the way City fought back during our quarter-final second leg tie away at Borussia Dortmund, where he scored a vital second half penalty inspiring us to a 2-1 victory on the night and 4-2 aggregate success.
“I think it was Dortmund game, away, when we were losing 1-0 and we would have been out of the quarter-finals,” Mahrez recalled.
“But we showed very good personality and character to stay in the game and not panic, and then we were rewarded.
“I think the penalty [was a pivotal moment for me] in Dortmund and Phil’s second goal too. When we all went over to the bench and all hugged each other, it was a very good moment.”