"It is his last match so our efforts will be to give him a winning farewell," Rahane told reporters here on the eve of the two team's clash at the Wankhede stadium.
"We will play for his pride. We know that Shane Warne will be up against Sachin Tendulkar for the last time so it will be a very important match. We hope that it is a good game," he added.
The legendary leg-spinner is retiring from all forms of cricket after the May 20 tie and his teammates are more than keen to give him the best farewell gift.
"We had a good team and we had worked hard but in cricket sometimes the result is in your favour and sometimes it is not. Its our last game. We know we can't qualify for the playoffs but we would like to finish it on a winning note," Rahane said.
The 22-year-old batsman paid rich tributes to the Australian spin wizard and said that he had learnt a lot from him.
"His (Warne) discipline and dedication towards the game, besides his fighting attitude, I have learnt a lot from him."
On the mood in team following the controversy surrounding Warne, who was fined USD 50,000 for getting into a spat into with Rajasthan Cricket Association (RCA) secretary Sanjay Dixit, Rahane said, "I don't know anything about the controversy but we are enjoying a lot."
Rahane, who represents Mumbai in the domestic circuit, said the match would be special for him as he would be playing on his homeground even though for the visiting team.
"I have played for Mumbai Indians for three seasons. Despite being a local boy I'm playing for Rajasthan Royals against Mumbai. So it is a special game for me," he said.
Asked to compare between the two captains -- Mumbai Indians' Sachin Tendulkar and Rajasthan Royals' Warne, he said, "I'm not that big a player to compare their captaincies but we all know both are legends of the game."