France international Kylian Mbappe said he is happy at Paris St Germain, but the forward still remains undecided over his future at the Ligue 1 club as rumours continue to swirl over a possible move to Spanish giants Real Madrid.

On Tuesday Mbappe scored a late winner as PSG defeated Real 1-0 in the first leg of the pair's last-16 match-up in the Champions League.

The 23-year-old's PSG contract is due to expire at the end of this season.

"I've not decided my future. I play for Paris Saint Germain, one of the best clubs in the world," Mbappe told broadcaster Movistar after Tuesday's match.

His goal triggered wild celebrations from PSG fans, and Mbappe was asked whether Tuesday's acclaim might play a part in shaping his decision.

"No, I've not decided," he replied. "I give my best and then we will see what happens next season."

PSG turned down an offer of around 160 million euros ($182 million) from Real for Mbappe last August, even though the player had less than a year left on his contract.

Now Mbappe, who has 22 goals and 16 assists in all competitions for PSG this season, is expected by many to move to Real on a free transfer at the end of this campaign, having so far resisted offer to sign a new deal with the Parisian club.

"How to ignore the (transfer) context? It's easy, you have to play football," Mbappe told broadcaster Canal Plus.

"We ask too many questions, we say too many things. We talk about PSG and Real, two big clubs.

"I'm a PSG player, I'm always very happy."

PSG beat Real Madrid

Kylian Mbappe scored a stunning individual goal in stoppage time to give Paris St Germain a 1-0 home victory over Real Madrid and spare Lionel Messi's blushes after he had missed a penalty in their Champions League last-16, first leg on Tuesday.

It took PSG 94 minutes to find the winner with a brilliant run by Mbappe, who danced in between two defenders and calmly slid the ball into the far corner to earn PSG a deserved victory after they had dominated the encounter.

PSG missed several chances and were thwarted by Real keeper Thibaut Courtois, who denied Mbappe on several occasions before superbly pushing away Messi's spot kick in the second half.

"It was a great game for us and I'm always ready to help my team, there are no distractions," said Mbappe, who has now scored 13 goals in his last 13 Champions League matches.

"We have to be humble and the second leg is still open. It will be a hard game but we will have the advantage and are very confident."

Real Madrid finished the game with zero shots on target while PSG had eight, with almost 60% of possession.

Real will be without Casemiro and Ferland Mendy for the second leg at home on March 9. The pair were both shown yellow cards and will be suspended for collecting three yellows in the competition.

"Our counter-attack didn't work today," Courtois told reporters. "It's hard to lose but the second leg is wide open. We have to win and we will try to do it in front of our fans, what is a great advantage."

Courtois repeatedly frustrated Messi and Mbappe. His best save came early in the second half when Messi stepped up for the penalty after Mbappe had been fouled inside the area by Dani Carvajal. The Belgian stretched low to his left to stop the Argentinian's shot with his hand.

But 30 minutes later Mbappe found the winner and Courtois could only watch as the ball went through his legs and into the corner of the net.

"Mbappe is the best player in European football," Real manager Carlo Ancelotti said. "We didn't play well but we are not dead yet."