The forward will aim to help the Gunners win the trophy for the first time when they take on PSG in Saturday's (30.05.25) showpiece in Budapest and is in a confident mood as the club face one of the biggest games in their history.
Eze told Sky Sports: "The Champions League final is what dreams are made of.
"These are things that you've spoken about and wanted as a kid. To be able actually to be there is a special thing.
"Confident? Yeah for sure. I feel like we've achieved something that means so much to us and the joy, the confidence, the power that comes with that is special. So I'm sure we'll be bringing that on the day as well.
"It's quite liberating. It's an opportunity to do something that has never been done before. Loads of people have had the opportunity.
"We are just another group of people that have the opportunity and I pray that we take it. When we do, it will be a special moment for sure."
Eze helped Arsenal win their first Premier League title for 22 years in his first season since joining from Crystal Palace last summer and admits that the success will take some time to sink in.
The England international said: "It's special to be a Premier League champion.
"I'm grateful to God to even have the opportunity to play in such competitions, to run that race. It's something I won't get over for a long time, but I know where it came from."
Arsenal have faced criticism for their style of play this season but Eze insists that this won't be remembered when the campaign is filed in the history books.
He said: "You go through ups and downs and loads of noise in the media.
"But, at the end, all that matters is who won. And it doesn't matter how you won, it doesn't matter what you did to win.
"To do it how we've done it, for me, is also quite special because we've blocked out so much noise, so much attention around us. Style of play is very subjective.
"There are so many different opinions about it but ultimately, when you are winning games, that's all that matters."