Favre's team found themselves 2-0 down before half-time, courtesy of goals from Mitchell Weiser and Jonathan Tah. However, Dortmund regrouped at half-time and remerged from the tunnel a change side. A combination of Bruun Larsen and Marco Reus put the visitors level, before super-sub Pablo Alcácer bagged a late brace to win the game in exhilarating style.
Speaking to Borussia Dortmund's official website, Favre said this about his side's dramatic comeback: "You always need to believe in yourselves. A goal changes everything.
"We showed our spirit again. There were a lot of emotions at the end. Winning 4-2 after being 2-0 down is super. Leverkusen could have scored a third, but we controlled the match well in the second period, we played better then."
However, despite being ecstatic about his side's second-half showing, Favre was disappointed with the first-half performance which saw Dortmund go 2-0 down before half-time.
"The goals we conceded were unnecessary. For the first one, we made too many mistakes. We can't allow that to happen. The second came from a corner where we didn't anticipate the second phase well after the clearance. That cost us two goals," he added.
After Bayern Munich's shock defeat at the hands of Hertha Berlin on Friday, Dortmund's victory saw them overtake their title rivals into first place at this early stage of the season. Whilst there is a long way to go, Favre expressed his delight at his side's strong start to the season.
Favre said: "It's very nice to be at the top of the table. It's been a good start."