Felipe Santana appeared to be in an offside position in the six-yard box when the ball came to him off team mate Julian Schieber.
Santana tapped home to give the German side a dramatic win in stoppage time that puts them into the semi-finals of the UEFA Champions League.
Marco Reus had equalised seconds earlier, but with Malaga leading on away goals Dortmund then launched the attack that broke Spanish hearts.
"I saw the highlights afterwards also, it seems offside but this is football," said Subotic.
"I'm also for the goal camera so you can decide this kind of stuff fairly but their second goal was offside so it cancels itself out.
"I didn't feel anything except happiness, I was not thinking about offside, onside or anything."
Dortmund twice came from behind after goals from Joaquin and Eliseu had put Malaga so close to making the semi-finals in their first Champions League campaign.
Robert Lewandowski had made it 1-1 just before half-time after Malaga had taken a shock lead, and Subotic agreed that his side had not been at their best.
"It was definitely not our best game, we were playing too slow, we didn't create many chances in the first half and did not get to play our football.
"Malaga know how to play defensively and they did a good job of that.
"I don't care if it was deserved or not, it's about taking it. Our story this season has been like a Hollywood movie, I hope it has a Hollywood ending."