According to this, Lee Sedol said in the post-game press conference that he didn't think he was ahead at any point in the game.
He did...but...like, you can't really trust that. He'd have said that (or similar) no matter what. It isn't game commentary, its signalling.
There's a sort of humblebrag attitude that permeates all of Go. Every press conference is the same. Your opponent was very strong, you were fortunate, you have deep respect for your opponent and thank him for the opportunity.
In the game commentary you get the real dish. They stop using names and use "White/Black" to talk about either side. There things are much more honest.
There have been a couple of brief discussions of this in the Open Thread, but it seems likely to generate more so here's a place for it.
The original paper in Nature about AlphaGo.
Google Asia Pacific blog, where results will be posted. DeepMind's YouTube channel, where the games are being live-streamed.
Discussion on Hacker News after AlphaGo's win of the first game.