The Argentine has never been on the winning team against the Bernabeu side, despite spending five years with their city rivals Atletico.
He netted an impressive 74 goals in the red and white shirt, with some against Real, but never found himself in the winning camp.
This is a record he is looking to end this week:
“It’s always special to play against a club like Real Madrid.” He told the mcfc.co.uk
“Personally, my connection with Atletico Madrid gives it an additional kick – but there’s no difference in how much I want to win this match.
“Never defeating Real when I was with Atletico was a real regret for me – Atletico haven’t succeeded in beating them for many years – but I did get to score against them even if we never managed a win.
“Wednesday night will hopefully break that run for me.”
City are currently bottom of Group D and know that they must win against the La Liga champions and beat Borussia Dortmund in the following fixture to have any chance of qualifying.
Despite this Aguero says that the team will not give up on a place in the final 16 of the competition:
“We should never give up. Where there’s a will, there’s a way, right?
“Of course, it’s harder now because we’re not just relying on ourselves but also on the other teams’ results.”