Martinelli has been Arsenal's leading scorer in Europe this season, scoring six goals and providing two assists during the club's unbeaten run to the final. The 24-year-old also reached another milestone earlier in the campaign when he made his 50th European appearance for the north London side during the quarter-final against Sporting CP.
Speaking ahead of the final at the Puskas Arena, Martinelli said the Champions League has always held a special place in his heart.
"I've always loved the Champions League," he said. "It was always my dream and my dad's dream for me to be playing in this competition. Every time I hear the anthem before the game, it gives me goosebumps."
The Brazilian believes the style of football in Europe suits attacking players more than the Premier League.
"The games are usually more open," he explained. "Every team wants to score and attack, so forwards get more space. I think it's great for the fans as well because both teams always try to win."
Martinelli also admitted Arsenal's painful defeat to PSG last season still remains fresh in the players' minds and is providing extra motivation ahead of the final.
"I don't want to feel that pain again," he said. "I'm sure none of the boys want to feel that again either. We have to use that feeling as motivation and give everything we can."
Arsenal finished top of their Champions League group and remain unbeaten in the competition, something Martinelli believes has boosted confidence inside the squad.
"It shows how good we are and what we can achieve," he said. "Finishing first also helped us play the second legs at home, which was important."
Looking back on his European journey with Arsenal, Martinelli said one of his favourite memories came against Real Madrid at the Santiago Bernabeu.
"Playing there was unforgettable," he said. "My friends and my agent were there, and after the game we spoke about everything. It's a memory that will stay with me forever."
Away from football, Martinelli revealed Arsenal's Brazilian players often spend their time on European trips playing cards in the team hotel.
"Myself, the Gabis and David Raya usually play a Brazilian card game called Cacheta," he said. "At the moment Gabi Jesus is winning, and it gets competitive because we Brazilians always want to win everything."