"We suffered and this will help us to learn. We did not play well, we must admit it, and it should be a lesson for the future", he said.
A day after seeing Spanish rival Barcelona blow a three-goal advantage against Roma in Italy, Madrid almost did the same.
Gianluigi Buffon was infuriated by referee Michael Oliver's decision to award Madrid a penalty in the 93rd minute and was sent off for his aggressive reaction but Marcelo insisted there was no doubt over the spot-kick. The Madrid crowd at Santiago Bernabeu Stadium gave Buffon a standing ovation as he left the field.
The Spanish side progressed to the last four despite losing 3-1 to Juventus on Wednesday but won a thrilling tie 4-3 on aggregate.
That deficit made Wednesday's return leg seem like an impossible task for Juventus but it got off to the ideal start when Mario Mandzukic opened the scoring with a header two minutes into the match.
In a scintillating first half, Mario Mandzukic had scored with two far-post headers from right-wing crosses as Juventus looked to become the second Italian side in consecutive nights to overturn a three-goal deficit, following Roma's dramatic comeback against Barcelona. He celebrated by taking off his shirt and running toward the euphoric Madrid crowd.
A win for Madrid will lift them above Valencia into third in the table, while Malaga realistically need a win to have any chance of avoiding relegation.
Ronaldo leapt highest to head the ball down for Vazquez in the area, before the substitute was pushed in the back by Benatia.
Do you think the referee was right to award the penalty?
The early strike offered the visitors hope of repeating compatriots AS Roma's incredible second-leg turnaround against Barcelona the previous night and the Croatian struck again in the 37th minute, heading beyond Navas, who got a hand to the shot but could not prevent it going in. "But it won't get any easier".