Drogba - whose goal in the first leg at Stamford Bridge was the cornerstone of the Blues' aggregate victory over Barcelona - admitted that the loss of several key players had come as a blow.
"We are happy that we qualified, but at the same time we keep our feet on the ground because our best players are not going to be there for the final," he told Sky Sports 2.
Asked whether the result was hard to take in after the situation had looked so bleak in the first half, Drogba said: "I believe it. We came here to qualify.
"We defended well and we tried to score with the chances we had."
Asked about his appetite for success in the final in what could be his final season at Chelsea, Drogba said: "My desire is the same every year when I play the Champions League. I always want to win.
"I'm very happy to be in the final again. Now we have to win it."