The Premier League side missed several chances as they tried to overturn a 3-1 deficit from their first leg before Demba Ba netted their second of the evening inside the final five minutes.
The goalkeeper, who had to make several saves in stoppage time, told Sky Sports News: "It is right up there with the Napoli game in 2012. We had to win by two goals. We have been brilliant from start to finish and dealt with their counters quite well.
"We had to risk a lot in the second half. The best thing was that no-one let their heads drop even though we hit the bar twice.
"You need everyone to make sure they are fully concentrated. In the end the last five minutes were frantic. We had to make sure everyone was up to the task."