The versatile attacker was pleased with the final outcome of Tuesday's match, but thinks his team perhaps should have taken more from the game at the Bernabeu
The Spanish champions fell behind twice and eventually needed a late Mesut Ozil goal to salvage a draw, but the former Espanyol man is of the opinion that they could very well have come out victorious with a bit more luck.
"In the first half they played very well and we struggled to get into the match," Callejon was quoted as saying on the official Madrid website.
"After the break things changed and it was a shame that we could not score more goals. We had lots of chances to win, but their goalkeeper was good, we played a high intensity and we deserved the win in the second half.
"In the end the point is pretty good, though, because of the other result in the group. We have two matches left that we have to win. It is a very competitive group and qualifying it is in our own hands."
Madrid resume Champions League action away against Manchester City on November 21.