The holders were dumped out of the competition on Sunday after goals from Samir Nasri and Sergio Aguero overpowered Demba Ba's response to give Manchester City a 2-1 win in the semi-finals at Wembley.
However, the Brazilian is adamant that the Blues can still enjoy a strong finish to the campaign.
"In the first half it was difficult, but the team come back in the second half and we showed what Chelsea is about," Luiz told ESPN.
"We showed we are a big club, we created a lot of chances and their goalkeeper did well in some big moments.
"Now we have to finish as high as possible in the Premier League and try to win the Europa League. We are confident moving forward. I am always positive."
Luiz has also demanded an apology from Aguero following the Argentine's nasty challenge on him during the match.