The 31-year-old started his career with the Spanish side and will come up against them for the first time since leaving the capital in 2011.
Ahead of a tie to savour in Europe's premier competition, he told UEFA that, while he hails from Madrid, he feels at home now in Manchester.
“I like the fact I was born in Madrid,” said the Spaniard. “But, at the end of the day, it’s just a city.
“Now I feel as if I’m from Manchester, I just feel like anyone else from Manchester. Where you are loved and welcomed is your home.