The Reds came back from 3-0 to win on penalties against Milan in 2005.
Milan were up 2-0 in the rematch before Dirk Kuyt pulled back a late goal. And Kaka says his teammates were scared the game would go into extra-time.
"It was terrible, it was terrible when they scored the goal because the memory of 2005 came back: 'Oh no, not again,'" the Brazilian told the club's website.
"It was a battle of wills and we felt the fear, the 'Oh no, it's happening again' feeling. Fortunately, we held out and were able to celebrate at the end."