The Dortmund striker has admitted that Real Madrid made life difficult for BVB but was quick to stress that progress was all that really counts
The Bundesliga side seemed to have one leg in the final after winning the first leg of the semi-final tie 4-1 in Germany but the Spaniards nearly completed a miraculous comeback in the return, with two late goals securing a 2-0 victory.
" Of course, it was a very difficult match tonight as everything was fine until their first goal, but afterwards it was a little dangerous. We held our nerve and the ending really doesn't matter anymore because we made it," Lewandowski told Uefa.com.
"The last five minutes really dragged on - it felt like ten minutes to me, not five. Afterwards we were very pleased.
"It's the best moment of my career because we have made the final. For me and my team it is the first time in such a final but we will have to wait to find out who we are up against.
"We have three weeks until the game and have to prepare well for it."
The final at Wembley takes place on May 25.