However, Xhaka believes their outstanding 2-0 win at home in the first leg meant they were always in a strong position.
Post-game, Xhaka said to TNT Sports: "I think we felt it in the first half, for me, it was typical English crowd. They were pushing West Ham unbelievably. We were lucky in the first half if we're honest.
"It was a different phase in the second half, we controlled the game in the second half. We are happy we got through.
"It was a completely different game in the first half then the second half. We showed a difference. We competed much more. If you see over 180 minutes, the better team go through.
"It's unbelievable, being back after seven years away from Germany. To win the first league trophy in the history, but this team wants more.
"The mentality and the belief. We believe until the end. This team has a different character and energy. We are showing this every three days."