Inter will go head-to-head with English double winners Manchester City in Istanbul, with Pep Guardiola's men hot favourites to complete the same treble won by arch-rivals Manchester United in 1999.
However, Inzaghi has told his players not to fear the challenge ahead of them as they attempt to repeat the feat of their predecessors in 2010.
The 47-year-old head coach told a press conference: "I know we'll meet the strongest team in the world at the moment. We face the best.
"We're talking about a football match and with all due respect, I'm not afraid of anything.
"Guardiola is the best coach in the world and he has marked an era. We have respect, but we are proud to play in this final that we wanted with all our strength.
"It will be the last of 57 matches in which even the much-talked-about defeats have allowed us to get to where we will be on Saturday."
Asked if the game would be the biggest of his illustrious career, Inzaghi added: "Yes it is, for me and for my players.
Much of the focus in the build-up to the game has centred on the threat posed to Inter's hopes by 52-goal City striker Erling Haaland, even though the Norway international has scored only once in his last seven appearances.
Inzaghi, who revealed he had unexpectedly bumped into Guardiola at a New York hotel during his honeymoon in 2019, said: "Haaland said City bought him to win the Champions League, but City isn't just Haaland; they have numerous players who can put us in trouble.
Bastoni said: "City bought Haaland to win the Champions League, but they also have Bernardo [Silva] and [Kevin] De Bruyne who can put us in trouble.
"I watched a video of how Rudiger stopped Haaland and we will try to do the same. But it's not Inter against Haaland, it's Inter against City."
Inzaghi remained coy over his team selection, insisting he is yet to make a decision over whether to start Dzeko or Romelu Lukaku in attack, adding: "A coach can have ideas, but maybe he changes his mind at the last second."
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