Evra was part of the United side that won the competition three years ago in Moscow, but he has been on the losing side twice in the final.
In 2004 he was in the Monaco side that lost to Porto and he was also in the United team that lost to Barcelona in Rome.
And as he prepares for a rematch at Wembley this weekend, losing is something Evra cannot bear to think about.
"I am not allowed to lose another Champions League final," he said.
"If I played in four finals and only won one it would be difficult to keep playing in the Champions League. Maybe I would have to ask the manager not to play me in Europe again!
"I have to win this one. It is important to keep Manchester United on top of the world."