Jurgen Klopp's men had a handful of opportunities to take an away goal into the second leg of the quarter-final on April 9, with three falling to the 20-year-old, but some wasteful finishing saw the hosts keep a clean sheet at La Rosaleda.
Gotze was denied two times within five minutes when one-on-one with Willy Caballero in the first half and lashed wide from a great position a few yards out in the second period.
"I could've helped the team out a great deal by scoring at least one goal," he told reporters after the match. "It's a shame that I wasn’t able to do that. We still have to be satisfied with the result and we still have a return leg."
But team-mate Ilkay Gundogan defended his compatriot, insisting that the misses will not be dwelled upon.
"We showed a good performance for an away match and created several decent chances," the Turk said. "Mario had three or four [chances] and he usually puts at least one of those away. It wasn't meant to be but it was also important to keep a clean sheet."
Goalkeeper Roman Weidenfeller also emphasised the importance of keeping a clean sheet, insisting: "We can be satisfied with 0-0.
"Our goal was to keep a clean sheet. It's a shame we didn’t score. I'm satisfied nonetheless. Nothing is decided yet but we can set things straight at our home ground."