Atletico Madrid captain Immediately opened his biggest regret with Los Rojiblancos.
Koke made his 41st appearance in the Madrid derby against old foes Real Madrid earlier this month as he closes in on the all-time record.
The Spain international remains determined to win more trophies in the capital as his career enters its final years.
The 32-year-old won two The League titles with his boyhood club alongside two UEFA Europa League crowns.
However, the only major trophy missing from his collection is the Champions League, having tasted defeat to Los Blancos in the 2014 and 2016 finals.
Koke and his team-mates met in Lisbon and Milan in games that form a major part of the modern-day rivalry between the clubs.
In the 2014 final, Atletico Madrid led in the final minutes, before Sergio Ramos' goal forced extra time and a possible defeat.
In 2016, it was Atletico Madrid who fought back late to force extra time, but Real Madrid won on penalties.
Koke wasn't on the pitch to take a punt, but revealed it was the only game he wanted to replay.
“The semi-final of the Champions League when we beat Real Madrid at the Calderon (in 2017) was very special, the semi-final victory in Munich (in 2016) too. Atlético is about work and sacrifice”, as per Marco.
“If I could play one match again, it would be the Milan final with Real Madrid.”
