The 24-year-old has set his sights on a dream ending after his side secured a miraculous victory in the dying moments of their quarter-final second leg
The Serbia international was involved in the build-up for Marco Reus' 91st minute equaliser that made it 2-2, before Felipe Santana secured a famous win at Westfalenstadion with a close-range finish two minutes later.
"Up until now, our story has been like a Hollywood movie - hopefully it will have a Hollywood ending," the 24-year-old told Uefa after the final whistle.
Malaga had gone 1-0 up in the first half through Joaquin, before Dortmund levelled thanks to a fine team move that was finished by Robert Lewandowski. The Liga side re-took the lead through Eliseu with eight minutes remaining, but eventually lost out.
"I just can't really believe it," Subotic added.
This is the craziest moment in all of my footballing career. It has been a special match for everbody - for us and the fans."
Dortmund CEO Hans-Joachim Watzke echoed Subotic's shock at the club's late victory.
"I've never experienced anything like it," the 53-year-old told Sky.
"It is the most emotional moment you can have. It is hard to realise, maybe in a few days we will. One moment you're dead and in the next moment you're in the semi-final - it is crazy.
The BVB chief also expressed his sympathy for Malaga, after Manuel Pellegrini's side had led going into added time at the end of the match.
"I feel really sorry for the Spaniards, they played very, very well," he said.
And when asked how his side would mark the victory, he said: "There won't be a big party tonight, but we will certainly have some beers.“
The draw for the Champions League semi-final is on Friday at 1200 CET.