The Paraguayan club have not lost at home in the South American continental competition this season, drawing just one of their six matches at the Estadio Arsenio Erico and keeping four clean sheets, including their 2-0 victory over Defensor Sporting in the semi-finals.
Nacional qualified for their maiden Copa Libertadores final with a 2-1 aggregate victory over Defensor, while their opponents in the decider - Argentina's San Lorenzo - will also be making their debut.
San Lorenzo thumped Bolivar 5-1 on aggregate to reach the final.
Nacional will begin the first leg in front of their home fans on the back of a win in the league on Saturday.
Hugo Lusardi was the man of the match for Nacional, scoring either side of half-time in a 2-1 win at Rubio Nu in the Paraguayan Division Profesional.
"It's a big joy for us because we started the league with a loss at home and we needed the win," Lusardi said.
"I am happy for the goals, especially when we are in the final of the Copa [Libertadores]."
Nacional and San Lorenzo have never met in a competitive fixture before but in a boost for the Asuncion-based club, the only previous Copa Libertadores decider between a Paraguayan and Argentine club went the way of the former.
In the 1979 final, Olimpia defeated Boca Juniors 2-0 on aggregate after winning at home by the same scoreline.
Derlis Orue and Silvio Torales will be critical to Nacional's chances with both midfielders having scored three times in the Copa Libertadores this season, while for San Lorenzo, striker Mauro Matos has played a key role both as a creator and finisher in the knockout stages.
San Lorenzo did not play in the Argentine Primera Division over the weekend, as it has yet to resume, which could mean they are fresher than their Paraguayan hosts.
The second leg of the Copa Libertadores final will be held at San Lorenzo's Estadio Pedro Bidegain on August 13.
The Buenos Aires-based club were the first from their country to qualify for the Copa Libertadores in 1960 but will be aiming to become the eighth Argentine outfit to lift the trophy.