Kylian Mbappe hit a hat-trick as Real won 3-1 to win their round of 16 playoff 6-3 on aggregate.
Bellingham said at the final whistle: “It was one of the best games we've played. We were very comfortable from the start and the lead from the first leg goal allowed us to play like that.
“Mbappé is very special, everyone knows that and he never stops proving it. He's a better person than a player and we're going to benefit from his goals.
“Everyone should be scared after what we've seen. We had the same confidence from the start and we didn't care about the opposition. The amount of details in the matches meant we didn't sit back, we put on a magnificent performance.”
He added, “There are moments in every season. They've had moments when they haven't played so well, but they've had injuries and this can happen in football. We respect them greatly, they're not at their best but they're very dangerous and we knew we had to be careful.”