Two squandered chances by Mario Goetze left the unbeaten Germans lacking the away goal they wanted for next week's quarter final second leg, as coach Juergen Klopp warned their job was only half done.
Uefa Champions League: Dortmund rue missed opportunities after 0-0 draw with Malaga
Malaga 0 Borussia Dortmund 0
Juergen Klopp warned his players their work was only half done as Borussia Dortmund were left to rue a host of missed chances in their 0-0 Champipons League quarter final first leg draw with Malaga.
Despite dominating the first half at the Rosaleda, Dortmund failed to find the net with Mario Goetze squandering two chances with only Willy Caballero, the Malaga goalkeeper, to beat.
The result means it will be all to play for at the Signal Iduna Park in Dortmund in next Tuesday's second leg, although the Bundesliga side may live to regret not grabbing an away goal.
"In this competition, with two matches in each round, we have only got the first one out of the way, nothing more," Klopp said afterwards.
"It's impossible to knock Malaga off their stride and that is the big danger," he added.
"But we managed to get a decent result against a well-organised opponent who were unruffled by our scoring chances and became more and more dangerous themselves.
"We have no injuries and no suspensions so on to the next game."
Saviola came close to opening the scoring for the home side on seven minutes after good play on the right from Jesus Gamez found the Argentinian in space in the box.
However, the little Argentine pulled his shot just wide.
The German side started to assert their authority after a long ball from defence was headed into the path of Goetze by Robert Lewandowski, but Caballero was quick to get down to save well for the hosts.
Caballero was the hero again five minutes later when he made a better save at close range from the same player after slick passing from the Germans had opened up the home defence.
Borussia's neat quick passing game was beginning to dominate proceedings and Caballero had to be sharp again on 25 minutes to deny a Marco Reus drive from outside the area.
Next it was Kevin Grosskreutz who shot wide for the visitors after another quick move caused more problems in the Spanish defence.
On the half-hour mark, Malaga centre half Weligton received a yellow card when all he could do was pull down Lewandowski to stop another attack, with the card meaning the influential Brazilian defender will miss the second leg in Germany.
Malaga midfielder Manuel Iturra will also miss the second leg after picking up a card later in the game.
Lewandowski was looking lively and causing Malaga problems at every opportunity, but at the other end Roman Weidenfeller needed quick reflexes to palm away a Weligton header.
The Spanish side began to exert more control over the centre of the pitch after the interval which slowed down their opponents and made goal chances less frequent.
Indeed it was not until the 65th minute, when Goetze broke down the right before shooting wide of the far post for Borussia, that either side had a serious attempt on goal.
A minute later, Weidenfeller had to block a rasping drive from Isco at the other end to make the save of the game, leaving all to be decided in the return.
Manuel Pellegrini, the Malaga coach, admitted the loss of Iturra and Weligton for net week's return match in Germany is a blow.
"They are important players," he said after the game.
"Both central defenders already had a yellow card but thankfully Demichelis managed to avoid another booking. Let's see how we can replace them.
"Even though it finished 0-0 I think people would have gone away very pleased with the spectacle they witnessed.
"Both teams played an extremely good match trying to push forward into the opponent's half.
"Of course we would have liked to score a goal but the tie is still completely open for both teams.
"There are 90 minutes left and not much will change in Germany from what happened here today. We will go for goal from the start."
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