The Sweden international has revealed that he was scared that the Gunners might draw the tie level, and stressed that the Rossoneri have to learn from their mistakes
The Rossoneri recorded a comfortable 4-0 win in the home match against Arsene Wenger's team, but only narrowly escaped elimination in the end as the Gunners caused Massimiliano Allegri's men all kinds of trouble in the return and cruised to a 3-0 victory at the Emirates.
"It's a relief that we're through to the next round. Every time they attacked you started thinking: 'what if they score a fourth goal?'," Ibrahimovic said to reporters.
"During halftime, Allegri told us to calm down. We all tried to cheer each other up, but it's not easy when you're down 3-0."
"We won't take anything with us from this game. We just have to learn from our mistakes."
Milan will return to Serie A action on Sunday when it locks horns with Lecce.