Mendy and the rest of the Chelsea squad are in Spain to prepare for the first leg of their Champions League semi-final tie against Real Madrid tonight.
The Spanish giants are the favourites to beat Chelsea and make it to the final as they are again hitting form at the right stage of the season.
Mendy conceded that the Real Madrid squad have won things together and they are more experienced in handling pressure situations like the Champions League semi-finals.
But the goalkeeper stressed that Chelsea are playing well under Tuchel and are a confident side going into the tie tonight.
He also insisted that some of the Chelsea stars are excited about playing in their first Champions League semi-final.
Mendy told French sports daily L’Equipe: “It’s Real and in the balance, they have a real common history and they have won many trophies together.
“They have, what can be said, experience with them.
“But we have built this confidence, we have really had results with the coach’s philosophy and so we will build on that.
“And also for many of us, it would be the first time in the last four and we will go there with a lot of energy.”
Chelsea are in the semi-finals of the Champions League for the first time since winning the trophy in 2012.