Pirlo was in the shell-shocked AC Milan team who blew a 3-0 half-time lead against Liverpool before losing on penalties in one of the most astonishing European finals in history.
Celtic, beaten 3-0 at home, need to end Juve's 17-match unbeaten European run and re-write the Champions League record books when they visit the Italian champions but Pirlo, a 2006 World Cup winner with Italy, has seen it all.
"I've been in football long enough to know miracles happen. I can still remember the Champions League final against Liverpool," the 33-year-old told Scottish paper the Daily Record after the first leg.
"Liverpool scored three goals in just a half, whereas Celtic have a whole game. It would be dangerous to consider that the tie is won yet."
The Scottish team could get inspiration from South America's Libertadores Cup where Mexican side America pulled off a remarkable win against Brazil's Flamengo at the Maracana stadium five years ago.
Trailing 4-2 from the home leg, the Mexicans silenced the famous arena with a 3-0 win regarded as one of the greatest humiliations in Flamengo's history.
Like Inter, the Dutch side had only a one-goal deficit to make up, compared to Celtic's three.
Juventus were knocked out of the following year's Europa League without losing any of their 10 games and are unbeaten after seven matches in the current campaign.
"They are little known but capable of anything, because they have players of great value," he said. "But I really think Italian football can go a long way in Europe."
