Die Schwarzgelben ran out 4-1 winners in the first-leg last Wednesday, making them strong favorites at the Santiago Bernabeu, and the BVB boss is expecting a special evening.
"We know what can happen in football, either way, something historic will happen," the 45-year-old told reporters at the pre-match press conference. "If we get eliminated, it will be historic, if Madrid turn the match, it will be historic as well.
"My players cannot fail tomorrow, they can only give their best, there's no doubt about this. We have to show that BVB will do everything in their power to reach the final. We don't have the feeling of already being in the final. But we have built us a solid foundation, which we didn't expect. We're not in the final yet, but we're fighting for it."
Meanwhile, midfielder Ilkay Gundogan has reflected on the last three encounters against Jose Mourinho's side, reminding that the club has already taken home a positive experience from the Santiago Bernabeu earlier this season.
"We've already have the experience of playing here, successfully as well, and it's always a sensational feeling to play here in Madrid," he said.