Kroos has acknowledged that Bayern were the better team over the two legs, but says that Real ultimately found a way to overcome the Bundesliga giants.
The 28-year-old told Viasport: "Today, and also last week in Munich, they played great football, created a lot of chances, but our side was just more effective.
"Over the two games maybe we were not the better team, but we were the more effective team. We played better today than last week, more possession and more opportunities with the ball, but Bayern also found the spaces where they can be dangerous for us and they created some opportunities."
Real will face either Roma or Liverpool in the final.