Here, look back at a night to forget for Jurgen Klopp's young forwards as Sports Mole dissects an entertaining clash at La Rosaleda.
On target 3
On target 7
Was the result fair?
On reflection probably not. Despite being edged for possession and territory, Dortmund created a series of good chances and will probably feel hard done by not to be ahead in the tie. Malaga struggled to create clear-cut opportunities all night and were forced to rely on a string of fine saves from Caballero.
Pellegrini's side did just about enough to stay alive after a difficult night against the reigning Bundesliga champions. Influential playmaker Isco was kept quiet for long spells, while Manuel Iturra and Jeremy Toulalan were forced to protect their back four for most of the night. Javier Saviola proved ineffective in attack, but importantly the towering presence of Martin Demichelis helped the home side keep a crucial clean sheet.
The visitors showed enough attacking intent to win on the night, but were let down by wasteful finishing from their key forwards. Gotze, Robert Lewandowski and Marco Reus all failed to make the difference, but Ilkay Gundogan was quite outstanding to supply chances galore in central midfield. Weidenfeller also stayed strong when called upon and Klopp will remain confident that his side are set for the semi-finals.
Sports Mole's man of the match
Ilkay Gundogan: The creative midfielder showed both sides of his game in equal measure with a supreme performance. Gundogan broke up the play when needed and picked out Dortmund's trio of forwards with clever, effective passes. The unsung hero of Klopp's current crop did just enough to shade Caballero, who deserves praise for a series of important saves.
Gotze will have to take the unfortunate prize for failing to score after a sweeping Dortmund counter early in the second half. After being played in by a clever pass from Gundogan the playmaker simply had to apply the finish, but could only shoot straight at Caballero from close range.
Jonas Eriksson had a relatively quiet night, but was forced to continually break up play as both sides' pressing styles led to numerous fouls in midfield. Yellow cards to Iturra and Weligton also crucially rule the pair out of next week's second leg.
Malaga: Pellegrini's side face a difficult trip to La Liga's surprise package Real Sociedad on Saturday afternoon.
Dortmund: Klopp's men will look to cement second place in the Bundesliga this weekend at home to lowly Augsburg.