The Bavarian giants' star duo admitted that their side have a tough task in overcoming the first-leg defeat in the round of 16 of Europe's premier club competition
The star trio spoke to Goal.com after the match, starting with hitman Mario Gomez, who insists his team need to improve drastically if they are to taste success for the remainder of the season.
"You could see today that the players were too hesitant on the pitch," said Gomez. "We can still enjoy a successful season, but we have to improve a lot.
"I'm standing here and I don't know what to say. We have messed up the away match."
Bayern goalkeeper Neuer took a similar stance on the defeat, admitting his side find themselves in a "difficult situation" going into the second leg in three weeks' time.
"[The result] is not what we wanted. We wanted to show we could adapt to a different environment but that hasn't worked out," said Neuer.
"We find ourselves in a difficult situation. Who knows what would have happened if we went 1-0 up in the first half.
"It would have been a lot easier for us but if it stays 0-0 for a long time and the opponent is well-organised defensively, it's bound to be tough for us."
Bayern-bound Shaqiri also revealed he was able to "ignore the hype" around his move to the Bundesliga giants this coming summer while on the pitch, and that the victory was an "achievement of the team".