Real Madrid have lost by three or more goals in the first leg of a European knockout tie on five previous occasions.
The only time they came from behind to progress was in the 1975-76 European Cup, when they recovered from a 4-1 defeat by Derby County in the last 16 to win 5-1 at home and go through 6-5 on aggregate.
They have never achieved a comeback of this scale in the Champions League era – but Bellingham believes they can rise to the challenge at home.
“There’s not a lot you can do for Real Madrid in the Champions League that hasn’t already been done,” the 21-year-old said.
“Tomorrow is an opportunity for us to do something for the first time, so that’s really important to us.”
Bellingham’s England team-mate Declan Rice was the Arsenal hero last Tuesday, scoring two of Arsenal’s goals with brilliant free-kicks.
Rice had never scored a free-kick in a professional match, and Bellingham said he was taken aback.
“The free-kicks were surprising,” he said. “I knew Declan could take set-pieces well, corners and stuff, but I’d never seen him do that. Fair play to him.”
