Puyol and Barcelona managed to win the Champions League trophy last season after beating Manchester United in the final in Rome.
The 31-year-old told Don Balon: “It would be nice to win the title at the Bernabeu. It makes it a bit more curious, but playing in a Champions League final is unique.
“We have to prepare for next season. Our team is likely to be the same, and we must not forget that this squad has won everything.”