Santiago Bernabeu Stadium is located in the 'Paseo de la Castellana' Street in Madrid. It is Real Madrid' Stadium. May 14, 2014. (ALTERPHOTOS/Caro Marin) Real Madrid and Atletico de Madrid will play the final of the Champions League in Lisbon the next 24th of May. It is the first time in the final of the Champions League that two teams are from the same city.