Los Blancos trail 3-0 heading into Wednesday's (16.04.25) quarter-final second leg but the midfielder is "confident" that the team can produce one of the fightbacks they have become renowned for on Europe's biggest stage.
Bellingham said: "I've heard it a million times since last week. It's a night made for Real Madrid, a night that would go down in history... It's a weird environment. [Losing 3-0] was one of the worst results we could possibly imagine away, and for some reason everyone thinks it's nailed on that we'll come back. It's a nice feeling in a way."
The England international was involved in some memorable comebacks as Real won the Champions League last season and wants to be part of a team that recovers from a three-goal deficit for the first time.
Bellingham explained: "It's something you want to be a part of, to add to the history of this club. There's not much you can do at this club that hasn't been done before, and tomorrow we want to do something for the first time.
"What makes us confident is the quality we have, the history of the club, the aura of the Bernabeu. I think we felt that even though we played as badly as we possibly could [in the first leg], we still had chances, moments, where it felt like if we just increased our level and were more attentive, we could be in [the game]."
Madrid have been criticised for their performances in recent games but Bellingham is adamant that the team can do "something special" to keep their hopes of defending the trophy alive.
He said: "We've definitely shown in some games this year that we're capable of doing something special.
"I've got to be confident in the team, and that's nothing to do with history. It's to do with the lads I see in training every single day."