Simone Inzaghi accepted the pressure of the occasion got to his Lazio players after being thumped 4-1 by holders Bayern Munich in Tuesday's Champions League last-16 first leg.

Competing in their first Champions League knockout-round tie in 21 years, Lazio found themselves three goals down by half-time against the German visitors in Rome.

Bayern star Robert Lewandowski pounced on a weak Mateo Musacchio backpass and rounded Pepe Reina for an early opener – his 72nd Champions League goal, moving him ahead of Real Madrid great Raul and behind only Cristiano Ronaldo (134) and Lionel Messi (119).

Jamal Musiala doubled the lead 15 minutes later to become the second-youngest goalscorer in the knockout stages behind Bojan, before Leroy Sane fired in number three at the end of an attack that came about as a result of Lazio's Patric losing possession.

A bad day for Serie A outfit Lazio got even worse 62 seconds after the half-time interval when Francesco Acerbi turned Sane's cross into his own net under pressure from Alphonso Davies.

Joaquin Correa pulled one back with a fine solo goal but, having seen his side ship four or more goals in a home European match for just the third time in their history, Lazio head coach Inzaghi was left to rue some horror defending.

"Unfortunately, we'd said this week with the lads that we should play our game," he told Sky Sport Italia. "We felt the occasion too much. We were tense against the world champions, but we basically scored three of the four goals for them.

"Disappointment in the locker room is natural, but it's already an achievement for us to be here. In games at this level, you need to be at 100 per cent, to do everything right and hope the opponents aren’t at their best.

"If we look at it, we're talking about the Club World Cup winners and we scored three out of four goals for them. You can't make those mistakes at this level."

However, Inzaghi felt that the game may have panned out differently had Lazio been awarded a penalty when trailing 1-0 for a challenge on Sergej Milinkovic-Savic inside the box.

"We knew the kind of team we were facing. I think we'd started well before the error for the opening goal, and there should've been a penalty when it was still 1-0," Inzaghi added.

"If the penalty had been given for 1-1, that might've changed the game, but none of it went our way tonight. We can learn from this experience in order to grow and be stronger in future."

Bayern are now unbeaten in their last 18 Champions League matches – the fourth-longest run in the competition's history – winning all but one of those games since the start of last season.

Hansi Flick was delighted with the Bundesliga champions' display but is refusing to take a place in the quarter-finals for granted ahead of the return fixture in Bavaria on March 17.

"Generally speaking everyone has met the expectations today. We won the ball high up the pitch and put the opponent under pressure. We are very satisfied today," he said at a news conference.

"The Champions League is a special competition for us.  Everyone was ready to do something special. The win was well deserved. 

"But we now have to play the second leg against Lazio first. We want to go to the quarter-finals and today we have come a lot closer to achieving that."

Thomas Muller has missed Bayern's last four matches after testing positive for coronavirus and Flick is unsure if the attacker will be back for Saturday's league visit of Cologne.

"There are still tests to be made," Flick said. "He will be back when the doc gives the green light. The earlier he returns, the happier we are."