Goalkeeper Petr Cech claimed he heard his team-mate crying after the final.
And, although he has been prone to emotional outbursts during his time in England, Drogba insists he was doing nothing of the sort.
He added: "I wasn't crying - I was talking to myself. I was crazy for a few minutes. I was saying that I wasn't going to cry, and that God is wonderful.
"I was saying, 'We have been chasing this for eight years, we have had a hard time, and she was difficult, but now I understand why. It is wonderful'."