So the Yellow Submarine didn't sink last night, but if the Borussia Dortmund game told us anything - this tie is far from over.
Adrian Lopez scored deep into injury time to give Villarreal a goal advantage going into the second leg, but Jurgen Klopp won't let the semi-final get away from his side easily.
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Here are five things we learned from the Europa League tie.
TIME UP FOR STURRIDGE
Klopp's actions usually speak louder than words and this time his actions were deafening. If Daniel Sturridge didn't already know that his manager didn't want him as part of his plans then this was the clearest message yet.
It's bad enough that he doesn't start the game despite being the only fully fit recognised striker in the squad, but to see Christian Benteke take his bib off in front of him and make an appearance - that would have made his blood boil.
The manager obviously doesn't trust Sturridge. After all, he doesn't trust Benteke and he still got the nod ahead of the former Chelsea striker.
You have some sympathy for Sturridge because he is probably wondering what he's done wrong after scoring in six of his last seven appearances, but that's not all that Klopp wants.
He wants a player who runs in behind and will work hard to win the ball back. The reason why Roberto Firmino started ahead of him.
Although, the Reds were blunt in attack, Klopp's side were solid defensively thanks to the work of the likes of Firmino and Lallana at the top of the pitch.
It might be easy to suggest this was the downfall, but minutes after Firmino was replaced, Villarreal scored.
Of course, Alberto Moreno, as per usual, was out of position, but if Sturridge or Benteke had started the match, the Yellow Submarine might have scored more than one.
Either way, Klopp without his main striker in Divock Origi, he was going to be criticised. Do you play Sturridge and risk trying to score an away goal and maybe conceding a few at the other end, or do you hope you can keep it solid and try to catch them on the counter-attack?
The Liverpool manager was moments away from pulling off a good result. It was only a few weeks ago Klopp was being questioned as to why Origi played ahead of Sturridge in Dortmund, that time he was vindicated. This time, it was going to be very difficult to get a positive result, regardless of what he did.
TOURE AND LUCAS HAVE MORE TO GIVE
Liverpool supporters were worried how their team would cope without the suspended Mamadou Sakho and the injured Emre Can. Especially when the replacement for Sakho was 35-year-old Kolo Toure.
In the end, both replacements Toure and Lucas Leiva were probably the Reds' two best players on the pitch. The former was taking on two of Europe's most in-form strikers in Cedric Bakambu and Roberto Soldado and they hardly got a sniff of Simon Mignolet's goal.
The Ivorian will have Lucas to thank for the protection he gave in front of the defence after the Brazilian made vital interceptions which starved the two forwards of service.
Toure has shown this season at times he can certainly be shaky, and his lack of pace certainly showed for Villarreal's goal, but he certainly didn't disgrace himself. His contract expires at the end of the campaign, and Klopp might be thinking about giving him a player-coach role.
Lucas, on the other hand, has continually been rumoured with a move away from the club ever since he joined back in 2007. Yet, he still manages to prove the manager in charge he has something to offer.
He can be rash and clumsy at times, but there is certainly room for him in the squad next season.
TIE FAR FROM OVER
The last-minute winner for the Spanish side was the ultimate sucker punch for Liverpool's tireless work on the night. They kept Villarreal at bay for most of the match only for their hard work to be tarnished right at the death.
Even so, Anfield will be rocking in just less than a week's time. It's unlikely that Villarreal won't score because the Reds' defence is far from solid and the Spanish side managed to score four in their last Europa League tie away from home.
This means the Merseyside club are likely going to have to score three in the second leg and without Origi that won't be easy. But not impossible, against Dortmund - Phillippe Coutinho, Dejan Lovren and Sakho all managed to get on the scoresheet, so the Reds don't just rely on a centre-forward to score goals.
What is important for Klopp though is that he still keeps the same shape. Against his former employers, he switched from a 4-3-3 formation to a 4-2-3-1, leaving Dortmund acres of space to counter-attack into.
It's important that the Liverpool boss chooses a midfield three again to give the team balance, but Sturridge should probably lead the line this time because his finishing can be deadly.
THE REDS MISSED ORIGI
Just under 12 months ago, Origi was named in a Ligue 1 worst XI, now he is indispensable to Liverpool.
If the Belgian started up front last night, the scoreline could have been completely different. Firmino was struggling to hold the ball up, which Origi did so effectively against Dortmund in the last round.
His pace on the counter-attack led to the crucial away goal and gave the team rest bite when Dortmund attacked.
The look on Klopp's face told the whole story when Origi was stretchered off against Everton. He knew he lost one of his most important players, without an ideal player to replace him.
If the Reds do go out at this stage of the Europa League, Klopp will probably look back at the moment the former Lille forward got injured as a crucial turning point.
ALLEN NEEDS NEW CONTRACT
Finally, Joe Allen got a start under Klopp in the Europa League. It was the former Swansea player's impact which changed the Dortmund game in Liverpool's favour.
This time, he got his reward, he would have hoped for a better result, but Allen didn't put a foot wrong. He won the ball back effectively and kept the ball well which was crucial against a side that is ruthless on the counter-attack.
The Liverpool midfielder's contract expires in just over a year's time and Klopp could do with handing him a new deal.
He might not necessarily be good enough to start every match, but he is more than a good enough squad player and suits Klopp's pressing style.
Do you think Liverpool will make the Europa League final? Have YOUR say in the comment box below!