Ba struck twice in their FA Cup win at Southampton.
"It was very busy," he said. "I have all the respect for Newcastle, because Newcastle are a big club with a big history, but when you come to Chelsea it's a step forward. I can understand [why the Newcastle fans might be unhappy].
"It's not like I wanted to leave them in trouble but, if you have Chelsea wanting you, this kind of club are not coming in every day for you."