The Turkish midfielder, who left Dortmund to join Real Madrid in July 2011, returned to the Bundesliga outfit on loan earlier this month.
"It was pure goosebumps," he said. "To get such a reception was out of the ordinary and I've got to thank those crazy fans, in a positive sense.
"I just couldn't wait to get onto the field again."
Sahin made 145 league appearances for Dortmund during his first spell at the club, scoring 13 goals.