The Argentine winger endured a frustrating night as his team were vanquished 2-1 by the Bavarians but he is hopeful Los Blancos can overcome the deficit in the second leg
Franck Ribery's opener was cancelled out by a Mesut Ozil tap in, before Mario Gomez netted in the last minute to condemn Los Blancos to yet another defeat on German soil.
With Madrid now needing a victory in the return leg to contest their first Champions League final since 2002, Di Maria is adamant that his team can get the result they need at the Santiago Bernabeu.
"The draw would have been a good result, but looking at it with a cool head one realises we need to win 1-0 to reach the final," the former Benfica man was quoted as saying by the club's official website.
"The result isn't good, but it's similar to a 0-0 draw. We know we can turn the score around.
"We knew it wouldn't be easy. Bayern have reached this far for a reason. It was a difficult match and we tried to do our best.
"It's a shame. We could have drawn the match and we had chances to even win it, but we didn't in the end."
Before the return leg against Bayern, Madrid must first travel to Camp Nou for a title-deciding Liga encounter with Barcelona on Saturday, and Di Maria urged his team-mates not to let the defeat in Bavaria weigh them down.
"We'll have to continue working to change the situation we're in. We now have a few days in which to prepare for the match in Barcelona. We must remain calm," the Argentine concluded.
Real's Clasico clash with Barca this Saturday kicks off at 20.00CET.