Comfortable as it may have been for Real Madrid in their 2-0 win over Chelsea in the first leg of the Champions League quarter-final, goalkeeper Thibaut Courtois said his team mates were annoyed they had not put the tie to bed.

Goals by Karim Benzema and substitute Marco Asensio gave reigning champions Real control in the Spanish capital but with Chelsea down to 10 men for more than half an hour, Courtois said the mood was subdued in the dressing room.

"Every time you play a big knockout match you're left with the sensation that you could have, should have, killed the tie off," former Chelsea keeper Courtois said.

"This is a good result but we're bugged by the fact that we didn't score a third or even a fourth goal. I hope we don't regret not having added another when we play again next week."

While Real dominated for much of the night in the Santiago Bernabeu Stadium, Chelsea did have chances and Courtois was forced into a superb save to deny Raheem Sterling an equaliser, shortly after Benzema's opener.

"They threatened us with a good start to the match where they counter-attacked well. That save I made after we scored was very valuable," the 30-year-old Belgian said.

"Had they scored, it could have given us a big blow mentally. I was really pleased with that stop."

He said Real would approach next week's second leg at Stamford Bridge as if the scores were level.

"We'll try to start well and powerfully next week. Our objective is to score first and to win again," he said.