The Bundesliga giants were on the verge of elimination after 90 minutes of play as they were trailing 2-1 following the scoreless draw in the first leg but stoppage-time goals from Marco Reus and Felipe Santana eventually helped BVB to the semi-finals after all.
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"It was difficult after Malaga's second goal but we knew that whatever happened, we needed to do something. At 2-2 we were desperate to get the winner and when Felipe [Santana]'s goal went in it was amazing.
"As I say, it's difficult to describe what happened but it must have been unbelievable for the fans.
"We need to see what happens in the semi-finals now and see who we're up against, but that doesn't matter really. We're one of the best four teams in the Champions League."
The draw for the semi-finals takes place in Nyon on April 12.