However, Luis has said that the experience has only served to make him more determined to pick up European football's biggest prize in the coming campaign.
"Last season was brilliant but I've come here to do exactly the same," he told Chelsea's official website.
"I want to go one better in the Champions League and, in terms of the Premier League, I want the trophy badly.
"Chelsea is the best club for me to do that. We have the best coach and an amazing squad, we have some brilliant players and I hope the supporters will see the Premier League trophy at Stamford Bridge at the end of the season."