Real Madrid midfielder Jude Bellingham said everyone at the club believes the Champions League holders can mount an historic comeback against Arsenal on Wednesday.

The Gunners won the quarter-final first leg clash in London 3-0 last week, leaving Real facing an uphill struggle at the Santiago Bernabeu.

However Bellingham said Real Madrid's belief, history and quality can help them triumph to reach the semi-finals, despite never previously overturning a first leg defeat of this magnitude in the Champions League era.

"It's a weird environment, the last few days, it was one of the worst (first leg) results we could possibly imagine, and for some reason everyone thinks it's nailed-on we'll come back, and it's a nice feeling I have to say," the England international told a press conference on Tuesday.

"It means there's a lot of trust in the talent, it means that you're at a club that's like no other, the best in the world, and that's what it represents and signifies to me.

"There's a pressure that comes along with that for sure, we want to deliver on what everyone thinks, that we can come back and that's obviously the goal for us."

Bellingham said the word 'remontada' -- comeback in Spanish -- has been flying around since Madrid's capitulation at the Emirates.

"Remontada... I've heard it about a million times this week, I've seen a million videos online," continued Bellingham.

"(It's) really motivating stuff, it's a night that's made for Real Madrid, a night that people are familiar with in this part of the world, hopefully we can add another special night."