Real Madrid recorded a 3-1 victory in the first leg at the Bernabeu on Wednesday night, placing the holders in a strong position ahead of the return match in Naples early next month.
Reina has 'congratulated' the Madrid giants for their strong performance, but is confident that Napoli can turn things around in front of their own supporters.
"We faced a great Real Madrid side and congratulate them, but having said that, it's not over. They won't find the atmosphere easy to deal with in the second leg," Reina told reporters.
"With the warmth of our stadium, we will be 11 brave men who have nothing to lose. We have to believe we can turn the tie around because we can beat Madrid 2-0 at home."
Lorenzo Insigne sent the visitors into an eighth-minute lead at the Bernabeu, but goals from Karim Benzema, Toni Kroos and Casemiro ensured that Zinedine Zidane's side would take a two-goal lead into the second leg in Naples on March 7 as they bid to make the quarter-finals once again.