"The same that he said in the press conference he said to us. He was really proud," Caballero said.
"We played very well - with spirit, with mentality, with everything. We left everything on the pitch and we had chances until the last minute. So, to be a coach and see your team play this way, it is going to be magnificent to see."
The draw left them third in the Premier League table still a point ahead of Liverpool, who have played a game more.
"This is our trophy now. We are fighting every single game to be in the four who qualify for the Champions League," Caballero said. "After the way that we lost against Monaco, the most important thing for us is to be there the next year, in the Champions League again.
"We have to win the next game to be in those kind of positions and fight until the end because it is going to be a really difficult run. The rest of the teams are fighting a lot."