Rodriguez is currently at Bayern on loan from Real, but the Colombian attacker was permitted to feature as Real registered a 2-1 victory at the Allianz Arena on Wednesday night.
However, the 26-year-old has claimed that his parent club were fortunate to claim a positive result ahead of next week's second leg at the Bernabeu.
Rodriguez is quoted by Marca as saying: "I'm angry because we've played a good game. They've had two clear chances and took them, and we've not taken four or five of our chances.
"It's football, now we have to think about the Bernabeu."
Rodriguez has contributed six goals and 12 assists in 32 outings in the Bundesliga and Champions League this season.