Chelsea captain Cesar Azpilicueta bemoaned his side's failure to capitalise on Real Madrid's poor display in their 1-1 draw at the Estadio Alfredo di Stefano.
Christian Pulisic's 14th-minute strike saw the Blues take a deserved lead before France striker Karim Benzema equalised for the hosts 15 minutes later with an exquisite finish from a corner.
Thomas Tuchel however saw Timo Werner miss a gilt-edged chance from point-blank range before American Pulisic fired home, while the Blues often failed to find the final ball in other attacks.
And speaking to BT Sport after the game, Spaniard Azpilicueta admits his side should have scored more in the Spanish capital, and warned his team-mates they must be aware of Zinedine Zidane's men in next week's second leg at Stamford Bridge.