Lahm believes that Bayern will need to maintain their focus and produce a similar performance at the Juve Arena to progress next week.
He told UEFA.com: "It was a good match by us, but we are not through yet. Today we hardly allowed Juve a chance while we ourselves had several good ones.
"The result could even have been bigger, but next week we will have to put in another performance like this to be able to get through."
Bayern are also 20 points clear in the Bundesliga as they continue to chase a treble.