The German club will head into Tuesday's clash with a 4-1 lead from the first leg played at home last week.
"We know we have to give it everything we have once more," UEFA.com quotes him as saying.
"Even before the first leg we did not have the feeling that we could achieve a result which would allow us to travel to Madrid drunk and still go through.
"Now it is better than we would have dreamt, but nothing has been decided."
Dortmund won the Champions League in 1997.