"It's the Champions League and you have to concentrate for the 90 minutes," said Ballack, who famously lost out on three trophies in little over a week with Bayer Leverkusen.
"One second that you don't concentrate, you concede a goal and the game changes.
"It was our fault against Fenerbahce because we controlled the game, had everything in our hands but didn't concentrate for every second. That's our fault. We have another game to put it right.
"It's very disappointing when you have everything in your hands and throw it away. It should not happen but it did and we have to put a line under it."
He added: "Of course, at home we are very strong.
"It was the same against Olympiacos in the last round. We knew they could score away from home but we played well over 90 minutes and concentrated - and we have to do it again."