Speaking ahead of the showdown at the Puskas Arena, Dembele said PSG's young squad is driven by a desire to win the biggest trophies in football and believes the team has the mentality needed to succeed on the biggest stage.
"We make the most of all these moments, and we're really focused," Dembele said. "We've got a young squad that is hungry to win trophies. We are competitors, and if we want to become great players, we have to win these trophies."
The France international expects a difficult test against Arsenal and praised the work of manager Mikel Arteta, who has transformed the North London club into one of Europe's strongest teams.
"Arsenal are a very good team," he said. "They deserve to be here. They play good football, they are strong in attack and defence, and they are very dangerous from set pieces. Mikel Arteta has done a great job. It wasn't easy for him at the beginning, but he has built a fantastic team."
Dembele also spoke about PSG's ambition to continue making history after reaching another Champions League final.
"We always want to play in matches like this," he said. "We have a young squad with huge ambitions and we don't want to stop here. This could be another historic moment for the club, but we know we are facing a very strong opponent."
The 29-year-old confirmed he is fully fit after recent injury concerns and is ready for the biggest game of the season.
"I wasn't worried about missing the final," Dembele explained. "I've had around two weeks to prepare. The staff have managed everything very well and I feel 100 per cent ready."
Dembele also reserved special praise for PSG coach Luis Enrique, crediting the Spaniard for helping him improve his all-round game.
"He's one of the best coaches I've worked with," Dembele said. "He's helped me improve both with and without the ball. My experience has grown over the years, and playing alongside incredible teammates has helped me as well."
With thousands of PSG supporters expected to be in Budapest, Dembele believes the fans can play a key role in the club's pursuit of European glory.
"The excitement around this final is huge," he said. "Having our supporters behind us gives us a real boost. They expect a lot from us, and we hope we can make them proud."
Arsenal head into Saturday's Champions League final against Paris Saint-Germain with a significant double injury boost, as Mikel Arteta confirmed that both Jurrien Timber and Noni Madueke are fit to start the showpiece at the Puskas Arena.
Barcelona's aggressive start to the transfer window is continuing, with Bernardo Silva now emerging as another major target for the Catalan giants.
Paris Saint-Germain coach Luis Enrique has named a 24-man squad for the UEFA Champions League final against Arsenal, with the French champions travelling to Budapest today ahead of the Saturday showdown at the Puskas Arena.
Kai Havertz has insisted that Arsenal are ready to rise to the occasion as they prepare for a huge UEFA Champions League Final clash with reigning champions Paris Saint-Germain in Budapest on Saturday.
