The German champions missed a number of chances to claim victory in the first leg of the quarterfinal tie, but the Serb is focusing on the positives as he sets his sights on a last-four spot.
"Coming under so much pressure, at this stage of the competition, in an away game, plus playing as we have done for the last couple years – that is something to be proud of," Subotic told the official UEFA website. "We are a young team. For most of us it is our first time getting this far. But we want more. We want a goal and it is in our hands because all we have to do is win the home game.
"Malaga did not make it easy for us at all. They are a good team. Just look at the first half, they put in a huge effort, they defended well - this is a good side which plays quality football.
"I am sure that if we put in at least the same effort again in the second leg then we will create sufficient chances to score a goal.
"Obviously, we are very happy to have reached this far and equally happy about the performance Wednesday."
The second leg at the Westfalenstadion takes place on April 9.