Atletico de Madrid Stadium is located in the 'Paseo de la Virgen del Puerto' Street in Madrid. It is Atletico de 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.