The German club lost 2-0 to Real Madrid in the second leg of the semi-final tie at the Santiago Bernabeu on Tuesday, but went through 4-3 on aggregate.
"It's the best moment of my career because we have made the final," he told UEFA.com.
"Of course, it was a very difficult match tonight as everything was fine until their first goal, but afterwards it was a little dangerous. We held our nerve and the ending really doesn't matter anymore because we made it.
"The last five minutes really dragged on – it felt like 10 minutes to me, not five. Afterwards we were very pleased. For me and my team it is the first time in such a final but we will have to wait to find out who we are up against. We have three weeks until the game and have to prepare well for it."
Dortmund will face either Barcelona or Bayern Munich in the final that will be held at Wembley later this month.