The Spanish side claimed a 1-0 win over the defending champions at the Bernabeu this evening, but face a second leg at Bayern's Allianz Arena on Tuesday.
The defender told UEFA.com: "It was a good match. It was tough, and very, very intense against an opponent who likes to dominate possession. We've had to resort to a pressing game just to attempt to steal the ball in the attacking half.
"I think we have to go for the victory in the second leg, because the 1-0 lead may not be enough. We will continue studying the opponent to attempt to get through to the final."
Karim Benzema scored the only goal in this evening's tie during the first half of the match.