The Spanish club, runners-up twice in the last five seasons and Europa League winners in May, were thrashed 4-0 at Signal Iduna Park by the Bundesliga leaders.

“We need to be better… We can’t blame this on bad luck or anything,” said Godín of a loss already dubbed a “disaster in Dortmund” by Spanish sports daily Marca.

Lucien Favre’s men now lead Group A by three points, although both Atlético and Dortmund look likely to reach the last 16 after Club Brugge and Monaco drew 1-1 in Belgium to stay winless.

“We started the second half well, but in football you need to take your chances,” added centre-back Godín.

“Top spot is looking difficult now with their goal difference, but we need to try and beat them at home.”

Swiss coach Favre has seen his team make a stunning start to the season, going 12 games unbeaten in all competitions and storming to the top of the German top flight.

His substitutions proved key on Wednesday as Raphaël Guerreiro and Jadon Sancho came off the bench to score Dortmund’s second-half goals after Axel Witsel had opened the scoring.

“We have beaten a big team – that is certainly something,” beamed Favre. “Our substitutes just have quality. They know what they have to do.”

Dortmund can secure their place in the knockout stage by winning the return match in Madrid on November 6.