Jurgen Klopp's men drew 2-2 with fellow top-four challengers Bayer Leverkusen on Saturday, coming from behind twice to earn a point at the BayArena.
Lars Bender opened the scoring for Leverkusen at the BayArena after seven minutes before Dortmund's Oliver Kirch levelled just before the half-hour mark. Gonzalo Castro restored the hosts' advantage in the 35th minute, only for Marco Reus to respond again for Dortmund from the penalty spot.
"It was a very intense game and I think a draw was a fair result," Grosskreutz told reporters afterwards. "It was a great game for the fans.
"We're never going to take our foot off the pedal, even if we've already qualified for Europe. Why should we?"
Leverkusen goalkeeper Bernd Leno hailed his side's display, despite the side missing the chance to open up a three-point lead over Wolfsburg in the race for the fourth and final Champions League spot, and urged the side to continue with a similar tempo.
"I think this was the best performance of the second half of the season. I wasn't expecting it," Leno said. "We've been short on confidence in recent weeks, so today's performance was exceptional.
"Fourth place is the minimum requirement for us. We have to make sure we win the last two matches."