Neuer told reporters that he can still take the positives from the performance despite a shock defeat.
The German said: "We missed the chance to take the lead and I think things would have been different if we had.
"BATE defended well and hit us with counterattacks. Of course it is disappointing to lose 3-1, but you cannot complain about the team's efforts."
Bayern now trail to BATE in a keenly-contested Group F, with Borisov topping the table with maximum points from their first two games.