The German side were thwarted by an almost unplayable Fernando Torres, who was given the nod to lead Jose Mourinho's attack. The Spaniard scored a brace for the Blues, with Eden Hazard wrapping up proceedings in the 87th minute.
"It was very unfortunate to concede first from a set-piece. Nonetheless, we created chances of our own," Keller told reporters after the game.
"We should have taken one of them, as you don't get many against a quality side like Chelsea."
Schalke have picked up six points in the tournament so far, having already won 1-0 away to Basel in their previous group game.