The young forward scored in the Bernabeu to help earn United a 1-1 draw but, such is the intense competition for places, he is obviously not assured of a start on Tuesday night.
One of the most striking aspects of his play in the Spanish capital was the fearless approach he adopted on the big stage and it's clear that the 22-year-old is remaining in a positive frame of mind.
"It was a good team performance that night and I think it was a good result to take back to Old Trafford," recalled Welbeck to ManUtd.com. "It’s obviously half-time now but just to play in the second leg would be a privilege.
"I think, being Manchester United, we’re one of the biggest clubs in the world so teams are fearing us as well. I think we go out there and just want to play our normal game. We’re not going to see it any differently as the manager expressed to us beforehand in Madrid to play the game not the occasion. I think we did that on the night. Obviously, they have some star players and it is always going to be difficult against the calibre of players that they have got."