The holding midfielder is full of ambition for the future and has urged his team-mates to to turn their focus to the upcoming DFB-Pokal final
The Bavarians beat BVB courtesy of a late Arjen Robben goal at Wembley to win European club football's elite competition for the first time since 2001 and Martinez is desperate for more silverware in the upcoming seasons.
"We are now the best team in Europe, and we hope we can continue with this run in the coming years," the midfielder told the official Uefa website.
"You can think about winning the Champions League, but it's really very difficult. You dream of something like this in your wildest dreams; it's just incredible."
Martinez then went on to urge his team-mates to focus on Saturday's DFB-Pokal final against Stuttgart as they aim to complete a treble of major honours following their Bundesliga and Champions League success.
"Now we have to focus on the German Cup final. When we have played the next final, then we can finally relax.
"We will continue with training this week and then we have another final to play, so we have to get prepared for that."