But the visitors halved the deficit for a third time when Karim Benzema made no mistake with a late penalty, meaning it's all to play for in next Wednesday's return fixture in the Spanish capital.
And while Dias was disappointed that we could not hold on to our two-goal cushion, he insists that we can still be pleased with an important and memorable victory over the 13-time champions.
"Everyone is thinking 'it could've been better, it could've been this, it could've been that'... but we just need to take the win," he reflected.
"We need to win one at a time and we are one goal up (in the tie).
"First it is Leeds (on Saturday), but then we go (to the Bernabeu) with everything we've got.
"Every game we go into is to win and not concede, other than that is not perfect.
"But essentially, what mattered today more than anything was to win the game and we did it.
"We need to be happy with it, confident and look forward to what's coming."
Hear Ruben's post-match thoughts in full via the video above...