The former Werner Bremen midfielder looked to have earned his side a draw at the Allianz Arena with his second-half strike but Mario Gomez netted a late winner for the hosts
The Germany midfielder cancelled out Franck Ribery's first-half strike at the Allianz Arena but the hosts then forced a late winner through Mario Gomez.
However, while Los Blancos now know that nothing less than a victory will suffice at the Santiago Bernabeu next Wednesday, Ozil remains supremely confident that Madrid will be back in Munich next month for the tournament decider.
"The 2-1 scoreline is bitter for us to take but I am convinced that we will win at home," the attacking midfielder is quoted as saying by his club's official website.
"We believe in our strength and I am convinced that we will progress to the final. I'm a little sad in defeat, but I have a good feeling. We will be in Munich."
Before Madrid can focus on the return leg, they must tackle Barcelona in a crunch La Liga clash at Camp Nou on Saturday evening.