The goalkeeper feels Pep Guardiola's men did enough to earn a better result and is determined to turn things around next week
The Bavarians enjoyed the majority of possession at the Santiago Bernabeu, yet failed to find the net as Karim Benzema's first-half goal eventually proved to be decisive.
"It was tough for us, but we’ve still done a good job against these world-class players," Neuer told Bayern's official website.
"Real defended well and looked to hit us on the break, as we knew they would. We’re expecting the return to be similar.
"We have to prise them apart and create chances. We have to maintain concentration when we have the ball so we don’t get hit on the break.
"There’s everything to play for."
Bayern resume Bundesliga action at home against Werder Bremen on Saturday before the return versus Madrid at the Allianz Arena on April 29.