Real were made to 'suffer' over the two semi-final legs against the Bundesliga champions, but reigned supreme with a 4-3 aggregate win after the 2-2 draw at the Santiago Bernabeu last night.
It marked the third consecutive domestic champion they dumped out the competition, after PSG in the last-16, Juventus in the quarter-final and now the Bavarians.
"We played against a huge team, Juve was the same, PSG also," he said to reporters, as quoted by Marca. "We are happy because we beat all three despite having to suffer.
Los Blancos will now face Liverpool or AS Roma in Kyiv for the final, with a third consecutive title on offer for the Spanish giants under the management of the Frenchman.