Gundogan played 90 minutes in the game which ended in a 0-0 draw. Dortmund remain five points behind the Bundesliga giants.
The La Liga side have reportedly held a long standing interest in midfielder Gundogan, who is tipped to leave Dortmund at the end of the season.
The Premier League duo Arsenal and Liverpool are keen to sign Gundogan according to the Daily Star. However, the Daily Mail claim that Gundogan is keen on the idea of playing under Pep Guardiola at Manchester City next season.
Gundogan came close to leaving the Bundesliga giants last summer but instead signed a one-year extension.
The Germany international has six assists and three goals in 32 appearances for Dortmund this season. Gundogan career began at Nuremberg before moving to Dortmund for £4m in 2011.