Di Matteo, who was appointed as assistant manager to Andre Villas-Boas in June 2011, replaced the sacked Portuguese on a caretaker basis in March this year.
Since then, Chelsea have won the FA Cup and been crowned champions of Europe for the first time in the club's history.
"We started to believe after the change of manager [from Villas-Boas to Di Matteo]," Kalou told talkSPORT.
"When Robbie came we realised we have nothing to lose. He's brought everyone together. You win a competition with 26 players, not 11. You can see we have an unbelievable spirit where everyone has a chance."