Tottenham were beaten 2-0 by Liverpool in their first final in June in Madrid.
The Argentinian says he thought before the game that he might need to think about doing something different if Spurs were to win.
He said in a press conference in May when they were trailing Ajax 1-0 that if Spurs win the Champions League, he may not be able to repeat that miracle.
Tottenham finished fourth in the English Premier League last season.
They are currently in Singapore for pre-season and will play Juventus on Sunday.