Edin Terzic warned that his side should swiftly forget about its heroics against Paris Saint-Germain, but his appeals were not heeded as Dortmund succumbed to an embarrassing defeat against a side just that was, before the result, occupying the relegations play-off spot.

Lee Jae-Sung twice punished a sloppy Dortmund performance after Leandro Barreiro had opened the scoring for Mainz.

The abject performance came after Dortmund managed a 1-0 away victory against Paris Saint-Germain, progressing to the UEFA Champions League final after a 2-0 aggregate victory over Luis Enrique's side.

Dortmund head coach Terzic was far from impressed after defeat against Mainz left his side four points adrift of fourth-placed RB Leipzig in the German top flight.

"Let's let Paris be Paris and talk about last week and this week," Terzic said.

"The starting position was similar to last week. Except now we were always late and outnumbered.

"It was a deserved defeat, especially because of the first half."

Marco Reus echoed Terzic's sentiment.

"If you see the first half, it's deserved, even at the highest level," the Dortmund veteran added.

"We expect more from ourselves. There was still a lot at stake for Mainz.

"It was important for us to continue to gain self-confidence. That just was not good today. This is a pity."

Dortmund will hope to respond when it hosts Darmstadt next weekend before the UEFA Champions League final against Real Madrid on 2 June (AEST) at Wembley Stadium.