The film is part of series of ten videos produced through a partnership between Mastercard and the digital sports media company Perform, to promote the financial services brand's sponsorship of the competition.
In the video, Lucio, who was also a member of the Brazilian squad that won the 2002 World Cup, speaks about his experience of playing in the Champions League with Inter Milan and Bayer Leverkusen.
The video will be available to watch on Perform's Goal website, as well as its social channels and the video network ePlayer. Mastercard will use the video on its 'Witness History' football pages on Facebook and YouTube.
The activity will run in UK, France, Italy, Germany, Spain, Russia, Poland and Turkey, in a deal negotiated by UM International.
Axel Lintermans, the vice-president of sponsorship at MasterCard, said: "As we build upon our association with the UEFA Champions League, we are pleased to extend our partnership with Perform and capitalise on their production and creative solutions capabilities to offer a more creative way of engaging football fans.
"The 'Priceless Moments' series offers viewers the chance to relive some of the most memorable highlights in the history of the competition, providing a more immersive experience with video at its heart."
In previous videos, former players including German defensive midfielder Dietmar Hamann, the Spanish midfielder Gaizka Mendieta and British striker Andy Cole, have spoken about the goals or occasions that have made the Champions League special to them.
The partnership extends Perform’s relationship with Mastercard, which has partnered with Goal on its Champions League coverage over the past two seasons.Follow @MaisieMcCabe