The move was started by Pirlo, continued by Paul Pogba and although Iker Casillas was able to save the Frenchman's effort, Llorente was on hand to score from almost on the floor.
The tie was not to last long, however, as the referee gave Real Madrid a penalty after 28 minutes for some manhandling in the Juventus area following a corner kick. Ronaldo continued his effectiveness from 12 yards to again put his side in front.
Both Carlos Tevez and Andrea Pirlo went close to equalising as Juventus appeared to get the better of Madrid in midfield, but with Di Maria again in good form for Madrid, the home side continued to be a threat in attack.
Juventus could have felt optimistic at half time despite the adverse result the game turned against them just two minutes after the break.
Chiellini was shown a red card after appearing to catch Ronaldo in the face as the pair tussled for the ball. It looked harsh, but given Chellini already had a yellow card after committing the penalty, perhaps it wasn't totally unfair.
Against 10 men Karim Benzema missed an easy chance in front of an open goal, while Sami Khedria should have scored when faced only by Buffon, but the visitors refused to lie down and accept defeat, although they were forced to play increasingly from the back as the game progressed.