Atletico won the second-leg of their round 16 encounter 3-2 at Anfield to reach the quarterfinals 4-2 on aggregate.
Felix started and played 103 minutes on the night, in what was his biggest game since joining Los Rojiblancos.
"It [suffering] is Atletico's mantra," he said after the game.
"We'll always continue like this, be it in the Champions League or LaLiga.
"It'll always be like this."
Jan Oblak was phenomenal on the night and his excellence was recognised by the teenager.
"Oblak helps us a lot," the forward added.
"Today he was essential."