The BVB utility man was overcome by emotion after sealing his side's Champions League progression, with captain Sebastian Kehl celebrating by drinking beer back at the team hotel.
Jurgen Klopp's side appeared to be heading out of the Champions League, with Napoli beating Arsenal 2-0 in Group F's other game.
However, Grosskreutz scored a late winner to ensure his side topped the group and although he has acknowledged his strike was fairly lucky, he says his team-mates always believed they would pull through.
"It was a brilliant feeling," he told Sky Deutschland. "We progressed and have even won the group. That is huge.
"I did not hit the ball properly and suddenly it's in. It was a sensational feeling. There were so many fans here with us and they deserve this.
"We had many, many chances and you always have to believe. We were only lacking a goal."
Club captain Sebastian Kehl, meanwhile, says he and his collegues will enjoy a beer at their hotel to reward themselves.
He said: "It was very exciting. We knew we needed that second goal. It was tough, Marseille defended very well and their players were compact.
"But hey, I don't care about that any more. At the end, we won this group and it was a very successful day for us. Now we will have a beer at the hotel and I think we deserve that."