Bayern celebrate their winning goal against Madrid
Mario Gomez's last-minute goal handed Bayern the advantage after this Champions League semi-final first leg, played in Munich.
Franck Ribery's powerful finish had given the hosts the lead after 16 minutes in the Allianz Arena, reports the BBC.
But Mesut Ozil's close-range effort just after the break looked to have earned the visitors a draw.
Gomez wasted a string of second-half opportunities but touched in from just a couple of yards out to give the German side a deserved lead.