Essendon midfielder Dylan Shiel says the club is under "no illusion" of the tough challenge it will face against West Coast on Thursday.

The Dons will head into their elimination final at Optus Stadium as the underdogs when they go head-to-head with the reigning premiers, but Shiel has confidence the Bombers’ best footy can match it on game day.

“West Coast are the reigning premier, so it’s going to be a difficult task going over there to get the job done, but we watched Hawthorn (beat the Eagles) in the final round and last year our boys won, so we know that it can be done,” Shiel said on RSN 927 on Wednesday.

“We understand their strengths and weaknesses, hopefully our best can match it with theirs.

“Yes, it’s a final, but it’s also the same game we have been playing all year and we are going out there to win, like we have every other week.”

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Shiel said the playing group is looking forward to the task ahead. 

“They’re the games you want to be playing in. You spend your whole career and season working towards this point in time. This is the time to be excited and I certainly am,” he said.

“The games do seem to go up another level in terms of the intensity, speed, pressure and congestion. It is something our players have not been exposed to in recent years, but I think they will thrive in the moment and be better from it.

“Everything we have done has prepared us for this moment. We are just going to go out and give it a crack.”

In the lead-up to its first final, Essendon has announced the re-signings of several important players including Anthony McDonald-Tipungwuti, Mason Redman, Matt Guelfi, Darcy Parish, Sam Draper, Patrick Ambrose and Brandon Zerk-Thatcher.

With a young and exciting squad continuing to develop at the club, Shiel said there was no better time to be a Bomber. 

“We are very excited and thrilled to be playing in finals. We are under no illusion that it’s going to be a hard game, but we are going over to Perth to win,” Shiel said.

“It is a great feeling around the club. Along with making finals, we have had some great signings with players recommitting to the club.  

“It’s a really good time to be involved at the club, and we are excited for the next couple of weeks.”

The final will begin at 8:10pm (AEST) on Thursday.

Click here for all of the information you need regarding the elimination final.