But the Italy goalkeeper says that he would not have done the same in their situation and can't accept rivals fans celebrating a Juve defeat.
“I am proud not to be like them,” Buffon told Rai Sport.
“In football there are victories and defeats. I remain convinced that you learn much more from a loss than a success, so this is why I struggle to accept the attitude of those who automatically cheer against Juve.
“I am honestly proud to be nothing like those who celebrated after the final in Cardiff.”
The 39-year-old also admitted that too much was expected from Juventus against a side who have more players with experience of finals.
He added: “There was too much optimism going into a game where even the stupidest Real Madrid player had many more trophies and appearances in big finals than me.”