Kai Havertz struck the winner in the second-half as Raya kept Sporting at bay with a series of saves for the 1-0 quarterfinal first-leg win.
Raya was named man-of-the-match afterwards and said: "I try to help the team as much as possible. Today was a good day for myself, for my team.
"We ended up scoring in the last minute. It was a very tough match, a game where both teams wanted to play and keep the ball so it was difficult. They made our life difficult.
"It's very important to have those moments that can change games, that can change ties. It's was very important to get that win today and go ahead for the next game that will be a very tough one, at home.
On hosting Sporting next week for the second-leg, Raya added: "They are a good team and they showed that clearly today. They are difficult, play really good football and can create chances from nowhere – it doesn't matter if it's a transition or from open play.
"They can create danger from set-pieces, so we have to be ready for everything."