Chelsea won the competition for the first time last year but are now bidding to become the first team in the Champions League era to retain the title.
“It’s proven, so far, impossible for anyone to win it twice,” Di Matteo said.
“We’ll try to do the impossible.”
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After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.