The Serbian defender played a starring role as Borussia Dortmund shocked Real Madrid with a 4-1 win in their semi-final first leg on Wednesday.
But Subotic insists that no-one in the Dortmund camp is of the opinion that the job is already done.
"We are professionals, we know this is half-time now and we can lose everything in second leg of the game," he told Sky Sports.
"We are happy with how we played and we are confident if we play like this in Madrid we are confident, obviously you cannot be sure be we are happy with how we played.
"Nobody expected it to be like it was, we dominated and played like we want to - Real Madrid played well but they did not play great as we did not allow them to. We limited their chances through good defending and had our own chances and for a long period of time the game was dominated."
Subotic revealed part of Dortmund's game-plan was not letting Real settle on the ball.
"I think, the second balls were decisive, in the midfield we were winning our battles," he said.
"As soon as we lost the ball we put pressure on them and they are not used to it - in the Spanish league they get a lot of respect but we just limited the time they had without pressure, we were right in there and that was key."
He was also full of praise for his boss Jurgen Klopp, adding: "He has a game plan, and the game plan worked and we are confident in it - his word is God, he says it and we believe it and that is how this team was formed and why were are able to be successful."