"Pepe's probably one of the best at penalty saves and you've got to be really confident when he's up against one because of his record," Carragher told liverpoolfc.tv.
"It was a harsh decision though but then again I've heard that the other one was over the line so maybe they've cancelled each other out.
"We know we didn't play as well as we can and they did well so we have to be pleased to get out of it with a nil nil.
"We probably didn't deserve it but that's football and over the years we've always seemed to find these kind of games difficult but gone on to do well and hopefully this time it will be the same.
"It's definitely not over though. We know it'll be another tough game next time and it's very important that we don't let them get an away goal when they come to Anfield."
He added: "These games are as difficult as playing in quarter finals and semi finals just due to the fact that you don't really know the teams that you are up against.
"It's that surprise element that you don't really get when you're playing against the big teams and they certainly gave us a scare but we now definitely know what they're capable of.
"It's never a bad result in Europe to come away and get a clean sheet and now we've done that we have to go on and do the business at Anfield.
"Over the years we've struggled in these qualifiers which is not what you would want and we would certainly take it if we can get through now and go on to do what we've done in the Champions League in the past.
"But we're just pleased to get away with it and now we have to prepare for the Sunderland game on Saturday."