The Blues failed to get on the scoresheet on Wednesday night as they were knocked out of the Capital One Cup 2-0 on aggregate by Swansea City.
"In the last few games we haven't killed teams off," The Sun quotes Cech as saying.
"Even when we beat Arsenal it was the same story. We need to be more clinical."
Chelsea return to action on Sunday when they travel to League One side Brentford in the fourth round of the FA Cup.