The Germany international confessed that the Bavarians had nothing left after giving their all in securing a place in May's tournament decider at the Allianz Arena.
The Bavarians appeared to be heading for an exit after falling 2-0 down on the night against Los Blancos, and 3-2 in on aggregate, following a quickfire double from Cristiano Ronaldo inside the opening 14 minutes of the second leg clash at the Santiago Bernabeu.
However, Arjen Robben leveled the tie with a penalty before Schweinsteiger held his nerve to decide the subsequent shootout in the visitors' favor and earn Bayern a place in next month's final in the Allianz Arena.
“We're all exhausted, but overjoyed," the Germany international is quoted as saying by his club's official website. "Ever since it was announced that the final would be in Munich, we all had only one target: to get there! Now we have one more match at home, and we want to win it."
Meanwhile, Schweinsteiger's teammate, Mario Gomez, was almost lost for words after overcoming Madrid in its own backyard.
“I'm speechless, I'm overwhelmed," the striker confessed. "It was a dream which has become reality.
"In this atmosphere and in this situation, there’s nothing better than getting through in a penalty shootout."
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