The midfielder says his side are prepared and focused for the second leg and believes los Blancos will need to produce something out of the ordinary to reach the final
Jose Mourinho's men are faced with the task of overcoming a 4-1 deficit from the first leg, following Robert Lewandowski's four-goal haul at Signal Iduna Park.
"They will try everything, they want to create a miracle," the 33-year-old told reporters.
"But we're prepared, we'll have to be fully focused on the match and then I'm sure we'll succeed.
"It's going to be a tough match, there's the danger Madrid will overrun us tomorrow, and therefore we'll have to be ready for anything."
BVB defender Neven Subotic then warned that despite their advantage, BVB must be on their guard to see the tie out.
"We will try to continue bringing our positive attitude to the pitch in the Champions League," he said.
"However, we know that our three-goal advantage doesn't guarantee us anything yet. We know that Madrid will appear a lot stronger at home than they did in Dortmund last week.
Los Blancos face Jurgen Klopp's side at the Santiago Bernabeu on Tuesday night.