It is not so much Tuesday's 2-0 first leg loss that leaves them facing a mountain to climb in Manchester's "Theatre of Dreams" but the lack of belief they can turn the tie around against a team that could have easily won by five goals.
The fact that Schalke had not lost any of their last nine Champions League matches before Tuesday and won all of their five previous home games in the competition makes their work in Manchester even more difficult.
"Our starting position now certainly points to Manchester having the advantage but in football you never know," Schalke coach Ralf Rangnick said.
"Manchester were on a different level than Inter Milan (in the quarter-finals). We reached our limits. We will certainly need a wonder to progress," he said.
"We will not give up in the second leg but the result is pretty clear," said goalkeeper Manuel Neuer who prevented an embarrassingly high-score defeat with half a dozen superb saves.
"Why should we capitulate?" Rangnick asked.
"We need to make things differently and in football many things have happened. We have shown we can score away from home and we will try to get our chances in Manchester."
