"We lost a man, and even though we got it to 1-1 the whole stadium knew the game would not turn around because we didn't have the intensity on the pitch.
"Real Madrid played it out confidently and were not nervous at all."
Cristiano Ronaldo fired Real Madrid ahead on 51 minutes before PSG midfielder Marco Verratti saw red.
Cavani gave the French side hope when he levelled the scores but Casemiro put the icing on the cake for the visitors with a late strike.
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PSG vs Real Madrid: Unai Emery's team suffered a 2-1 defeat in the second leg
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Real Madrid head coach Zinedine Zidane said: “It went well for us, we played a very good game, serious from the start, pressing them high.
“We played a perfect game. I am very happy, as you can see that whoever starts, and the substitutes, they all played a good game.
“This is a not an easy place to play a good game, but we did it. So I can only be happy.
“Tactically we played the game we expected. But in the end it is the players convinced in what we [coaches] do, that is the most important.”