Werner has struggled during his first season in England, but has continued to produce on the European stage for Chelsea with six goal involvements in 11 games.
Chelsea face off against Manchester City on Saturday in Lisbon in an all-English showpiece; the Blues looking to win their second Champions League and City their first.
“But after the win against Porto, we all started to believe that we could go very far, regardless of who stood in our way.
“We’ve had a lot of good games but I think the second leg against Real Madrid where we reached the final was special because we showed a lot of people that we can win against the big teams. That was by some distance our best game, even if it wasn’t the most decisive.”
Saturday’s Champions League showpiece will be only Werner’s third final as a player, having finished as runners-up with RB Leipzig in the DFB-Pokal and earlier this month with Chelsea in the FA Cup.
But Werner says the European Cup is the one every player wants, adding: “The Champions League is something special.
“I think when you hear the anthem before the game and the fans get that feeling, that’s when you really start looking forward to the game. It will be great to play in front of fans again because we haven’t had them there this whole time.
“The Champions League final is the biggest game in club football. There’s nothing bigger and we’re all looking forward to it.”