Real finished with 10-men after Alvaro Arbeloa was sent off.
"I wasn't getting nervous because I have no time for it," Real boss Jose Mourinho told Sky Sports.
"I am on the bench so I have no time to think or to feel it, they are strong, strong mentally.
"They don't play against 11, they play 50,000 against 11 and it was hard for us.
"We are there, in the semifinals and that is what that matters.
"Today is the kind of match where you have everything to lose and nothing to win.
"People think we are already in the semifinal and players that that feeling from the outside. I felt the team was ready to work hard and had the motivation to reach Wembley in the final.
"I don't know who we will play in the semifinal, it will be against a great team, that's for sure and we need to play the semifinal and enjoy it."