The former Blancos keeper was impressed with BVB's display at Signal Iduna Park, but feels his old side can't be written off after the first leg as anything can happen in football.
"What happened in Dortmund was astonishing. Borussia played the perfect game to almost book their place in the final. I say 'almost' because anything is possible," the 40-year-old told UEFA.com.
"I spent some fantastic years in Madrid but I have some great Polish friends from Dortmund, so I have mixed feelings about the outcome of this game. As far as Robert Lewandowski is concerned, I have never before seen a Polish player perform at such a high level. It was the most striking performance in our history."