Real's former midfielder has warned the Spanish giants that their Champions League semi-final opponents have the potential to eliminate Zidane's team en route to the European final.
Manchester City might be in unfamiliar territory ahead of a maiden Champions League semi-final appearance but Savio has warned former club Real Madrid they face a tough task in their bid to advance to the showpiece decider.
City will host 10-time European champions Madrid in the first leg of the final-four tie on April 26, following Friday's semi-final draw.
Manuel Pellegrini's City made it through to the semi-finals of the competition for the first time in their history after upstaging French champions Paris Saint-Germain in the last eight.
Madrid, in contrast, are preparing for a sixth successive Champions League semi-final, however Savio told Omnisport it will count for nothing if they do not improve on their showing against Wolfsburg, which required a Cristiano Ronaldo hat-trick to overturn a two-goal deficit.
"Man City is a great surprise. They delivered an impressive performance against PSG. They were brilliant in the two legs," the 42-year-old Br azilian said.
"They are going to be a tough opponent. Madrid had a terrible match in Germany but they could change things with the power of Santiago Bernabeu and some superb talent from the squad."
Awaiting the winner in the final at San Siro in Milan on May 28 will be either Atletico Madrid or Bayern Munich.
Atletico stunned title-holders Barcelona in the quarter-finals, while Bayern overcame Benfica.