The Blancos left-back says the knives will be out for his side if they fail to defeat Liverpool in Kiev
The media will "kill" Real Madrid if they fail to beat Liverpool in the Champions League final on Saturday, according to Marcelo.
Madrid are looking to become the first side to win the title in its modern format for the third time in a row, having claimed a second successive crown in Cardiff last year.
But they have endured a difficult campaign domestically in 2017-18, finishing 17 points adrift of champions Barcelona in La Liga and falling at the quarter-finals of the Copa del Rey.