Sancho went back to the German giants for the second half of this past season.
He performed admirably, helping his team reach a Champions League final they lost 2-0 to Real Madrid at the weekend.
"What a crazy 6 months @bvb09," he posted on social media.
"We win together we lose together, these moments only make us stronger! I’m so grateful to be apart of such an amazing group of players!
"I want to congratulate Real Madrid on winning the Champions League. We came up short on the night, but we should be super proud of ourselves. We are a family and these moments won’t break us! Thank you to everybody who came out to support us on such a special day!
"@BVB I want to thank everyone involved at such an amazing club. I can’t thank you enough for welcoming me back the way you all have during these last 6 months.
"Thank you to Edin Terzić, Sebastian Kehl and Hans-Joachim Watzke for believing in me and bringing me back. Finally a special thank you to the BVB fans. Your support is amazing and I’m forever thankful for you all!"