Real host the second-leg of their Champions League semifinal with the score locked at 2-2.
Neuer said: "The first goal can make the difference. Against Real Madrid it's always about the little things. The concentration will be very high. Offensively, both teams are very strong.
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"As goalkeepers we are prepared for the fact that anything can happen.
If we take out Bellingham or Vinicius, it's not just those two who can make a difference.
"We don't play with fear. If you had the chance to beat Real Madrid in your stadium, then you want to do the same in their stadium."