The Belgian midfielder opened the scoring as City secured a 2-1 victory through a late Phil Foden strike but feels that the team could have made their task in next week's second leg easier with better finishing.
De Bruyne told BT Sport: "We saw the way they played.
"They played really well with the ball. It causes some problems sometimes. I think in the first half we had a little bit of difficulty finding the chances but in the second half we created a few.
"We probably should have scored a little bit more but obviously when they came back to 1-1, that was a little shame but it happens. I think the reaction was really good so to get the win is good. We know 2-1 is a tricky score but at least we are ahead for the second leg."
City boss Pep Guardiola has added that his team will not be taking a cautious approach in the return leg despite holding the advantage.
He said: "Dortmund are strong, a good quality with the players they have and the quality it is difficult to do what we want to do, but 2-1 and we have a good chance next week.
"We are going to watch the game. We will adjust a few things to go there and try to win the game. Next is Leeds and then we go to Germany to try and win the game.
"Borussia Dortmund is a typical club from the Champions League. We have one more game there and with the result 2-1 we will try to score the goals there to win."