Star striker Costa remains a major doubt for the match because of a hamstring injury, though he did train with the squad on Friday evening ahead of the Lisbon showdown.
Atletico are trying everything to get their star striker fit, including a course of treatment that involves horse placenta.
Costa suffered the injury in last weekend's draw at Barcelona which clinched the Primera Liga title.
That astonishing achievement will be eclipsed if they beat the city's aristocrats Real in the Portuguese capital.
And coach Simeone remains confident that whether Costa is fit or not, they can clinch an incredible double.
"We'll examine Costa but we have other injury doubts too," said Argentinian Simeone. "They trained better yesterday but we'll wait and see."
Turkish midfielder Arda Turan was also hurt in the Nou Camp game, but appears more likely to make the starting line-up on Saturday than Costa.
"Costa and Arda are important players but they're just names," Simeone added. "It will either be them playing or two other players that we know."
And Simeone insists he is calm ahead of Saturday night's storm: "I don't feel as overwhelmed as some people think but I feel the weight of responsibility on my shoulders."
Simeone has enjoyed a stunning run of success since he was appointed just before Christmas in 2011.
With the 44-year-old at the helm, Atletico have won a Europa League title, the European Super Cup, the Copa del Rey, and now the Spanish league.
They did so without resorting to big-money 'galactico' signings - they remain very much the poor cousins of Real.
And the team is confident they have a coach who can lead them to glory.
"We believe in Simeone," said captain Gabi. "For me he is the best. He has helped us to win, we are all here to win.
"It's the biggest game in the history of Atletico Madrid. I'm proud to wear this shirt. We will give everything."