Rudiger was pleased the Spaniard's first appearance passed without incident following Thibaut Courtois' controversial departure.
"I think he (Kepa) did well," Rudiger said. "He tried to speak as much as he can. He did well with that and we as defenders we needed to help him and we did that.
"In general, it was a very good day. We all know Thibaut's quality, but Thibaut's not a Chelsea player anymore.
"I wish him good luck at Real Madrid, but now we have to concentrate on Kepa because he's our goalkeeper. In his work he's very confident."