Pep Guardiola warned the job was far from over after his Manchester City side claimed the initiative in the Champions League semi-final against Paris St Germain.
City produced a superb second-half fightback to come from behind and win the first leg in the Parc des Princes 2-1 on Wednesday with crucial away goals from Kevin De Bruyne and Riyad Mahrez.
The French side then had Idrissa Gana Gueye sent off as they lost their composure in the latter stages.
Pochettino said: “We’re very disappointed with the two goals. It’s difficult to accept that this happened in the semi-final – it’s really painful.
“In the second half they were more consistent. It was difficult for us to cope. Physically they were a little bit more aggressive and it was difficult for us to recover the ball.
“But in football you need to believe. We go there in six days and will try to win and score goals. Of course we are under a little bit of pressure but in football you need to try.”