By Tony Leighton

Arsenal are in danger of losing a proud European record after going down 2-0 to Rayo Vallecano in the first leg of their Women's Champions League tie.

In eight previous campaigns the Gunners, crowned European champions in 2007, have never failed to reach at least the quarter-finals.

Goals by captain Natalia and Sonia gave the Spanish champions an advantage to take into next Thursday's second leg.

"I'm shocked that we've lost," said Arsenal manager Laura Harvey.

"I'm frustrated with the performance - we were complacent.

"The players knew we were up against a good team but they didn't give them the respect they deserved.

"We gave away both goals and although we had a lot of possession, we didn't create any real chances and got what we deserved."

Harvey's team went behind from the kick-off after the ball was played backwards and into trouble.

Goalkeeper Emma Byrne was forced into a hurried clearance and the ball dropped for Natalia, who gratefully struck it into the net.

The Gunners tried to hit back but Steph Houghton, Jayne Ludlow, Rachel Yankey and Kim Little all missed the target from half-chances.

After the break the Spaniards doubled their lead from a sharp counter-attack, catching the north Londoners napping at the back and Sonia slotting the ball home.

The Arsenal defence was not its usual solid self, perhaps because captain Faye White was missing through illness - the England central defender contracted tonsillitis on Wednesday morning and did not travel to the match.

"You'll always miss someone of Faye's quality, but I'm not using her unavailability as an excuse," Harvey added.

"Hopefully she'll recover in time for the second leg next week, but in any case we'll have to make a big improvement on this performance.

"We've got to reflect honestly on what went wrong here, put the issues right that we got wrong and go out to get the goals we need to go through."

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