The former Chelsea striker scored in the second leg of their quarter-final tie at home that the Turkish side won 3-2, but failed to progress to the last four because of a 3-0 defeat in the first leg in Madrid last week.
"A few weeks ago, people were telling me, 'Goodbye'," he told beIN Sport. "They'd buried me a little bit. I'm proud of my comeback.
"When you concede five goals in two games, you can't be disappointed. We believed right to the end, but we had a very good team up against us."
Drogba joined Galatasaray from Chinese club Shanghai Shenhua in January.