The German side's 2-1 win away to Marseille on Wednesday meant that Dortmund went above Arsenal and will now face one of the runners-up from the other groups.
"Thank God we made it, scored the goal and finished first in group," Weidenfeller told UEFA.com. "Maybe we will have a more straightforward opponent in the next round. It won't be easy, but of course it's a bit more comfortable for us now that we've finished first in the group. We can relax a little when the draw happens.
"We heard about the score in the Napoli game and two minutes before the end we were out. Then, moments later, we were first in group. We're very happy to have made it and it was a very tough group. It was like against Malaga last year in the quarter-finals, when we knew we would score a goal."
Dortmund are currently third in the Bundesliga, 10 points behind leaders Bayern Munich.