The Spanish giants have never won the tournament since it was revamped in 2005, but are keen to add to their three Intercontinental Cup victories.
"We always try to do our best in every competition we play," said the Brazilian on FIFA's website. "We always want to reach the final and win.
"It's been a while since Real Madrid have played in this tournament - and we're up for it."
European clubs have dominated the Club World Cup, with Milan, Manchester United, Barcelona (twice), Inter and Bayern Munich claiming six of the last seven titles.
Real will bid to continue that trend on the back of a 19-match winning run and are set to face either Cruz Azul of Mexico of Australian outfit Western Sydney Wanderers in the semi-finals.
However, Marcelo is taking nothing for granted, adding: "Every match is difficult because teams always raise their game when they come up against us. We need to stay grounded and work hard if we want to win.
"We'll be up against teams who have a different mindset to European sides and that could make things difficult for us. We'll be ready for the challenge, though."
Real coach Carlo Ancelotti must also cope without injury victims James Rodriguez, Sami Khedira and Luka Modric.
