We now have it all to do in the second leg back at the Lane on Thursday week (March 20) as a double from Marco Reus and Pierre-Emerick Aubameyang's opener put us to the sword at Signal Iduna Park. It's the first time we've lost by more than one goal all season.
We actually started well but struggled to hold onto possession and once Aubameyang opened the scoring, Dortmund took over.
The stats of 63 per cent possession and 20-3 attempts at goal in Dortmund's favour perhaps tell their own story, with Roman Weidenfeller saving our best efforts from Christian Eriksen and Heung-Min Son.
"It was a bad day and we're very disappointed," said Mauricio. "We didn't play well.
"This can happen in football. They were better but I'm disappointed because we didn't play in the way we normally play.
"There are always many circumstances. In front of us we have a very good team who would normally play in the Champions League, not the Europa League. That is their level.
"We can take some positives like good experience but I'm disappointed with the result because it's never good to lose 3-0.
"We will give our best in the return leg, it's difficult but we will try."