Inter take on two-time English champions Manchester City in Istanbul, with hot favorites Pep Guardiola’s men completing the same treble achieved by arch-rivals Manchester United in 1999.
However, Inzaghi has told his players not to fear the challenge ahead as they attempt to repeat the performance of their predecessors in 2010.
The 47-year-old head coach told a press conference: “I know we will face the strongest team in the world at the moment. We face the best.
“We’re talking about a football game and with all due respect I’m not afraid of anything.
“Guardiola is the best coach in the world and he marked an era. We have respect, but we are proud that we could play in this final, which we wanted with all our might.
“It will be the last of 57 games in which even the much-discussed defeats have allowed us to get to where we will be on Saturday.”
Asked if this game will be the biggest of his illustrious career, Inzaghi added: “Yes, it is, for me and for my players.
“[Andre] Onana and [Edin] Dzeko played in the semi-finals, but nobody ever made it to the final. It pays off for all the effort we put in throughout the year.”
Much of the focus in the build-up to the game has been on the threat posed by City’s 52-goal striker Erling Haaland to Inter’s hopes, although the Norway international has scored just once in his last seven games.
Inzaghi, who revealed he unexpectedly bumped into Guardiola in a New York hotel during his 2019 honeymoon, said: “Haaland said City bought him to win the Champions League, but City is not just Haaland; they have many players who can get us into trouble.
“Antonio Rudiger from Real Madrid did a very good job of stopping him in the semi-final and we will try to take an example from that.”
The theme was taken up by defender Alessandro Bastoni, who warned his teammates not to ignore the danger posed by Bernardo Silva and Kevin De Bruyne in particular.
Bastoni said: “City bought Haaland to win the Champions League but they also have Bernard [Silva] and [Kevin] De Bruyne who can cause us problems.
“I watched the video of Rudiger stopping Haaland and we will try to do the same. But it’s not Inter against Haaland, it’s Inter against City.”
Inzaghi remained tight-lipped about his team selection, insisting he is yet to decide whether Dzeko or Romelu Lukaku will start in attack, adding: “The coach may have ideas but he might change his mind at the last minute.”