The German side secured their win thanks to a second half strike by Martina Mueller.
The win ends a run of 118 games without defeat in all competitions for Lyon, who won the competition in 2012 and 2011.
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Who of Europe’s top strikers will move to England this summer?
After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.