"I don't know what we lacked," he told beIN Sport. "After scoring, we had the game in our hands. Maybe they wanted it more than we did... It was an intense game. Beautiful to watch with opportunities.
"I'm sad but logic has been respected because they deserved to qualify. Chelsea is not made to play football. We're good on the counter, a little bit like Real against Bayern.
"We did it well tonight since we scored. But their goal hurt us before the break. We failed to make the difference in the second half."
The midfielder also insinuated that Chelsea's style of play places too much demand on him, claiming that he is "often asked to do it all by [himself]".
He added: "Often, I'm asked to do it all by myself and it's not easy. It was a complicated game. It will be a lesson for us regarding next year."
Atletico's victory at Stamford Bridge has set up an all-Madrid final against their city rivals Real Madrid.