The reigning European champions conceded in the 17th minute to David Lafata at Stamford Bridge which made it a 1-1 aggregate scoreline before Eden Hazard clinched an injury-time equaliser to send them through to the next phase.
Captain Terry was delighted with the hard work of the Chelsea side and was pleased they could provide a cutting edge at the end.
"We showed that in the last minute tonight,” he told ESPN.
"We kept going and going and going. The first 80 minutes nothing went for us and really we had a lot of attempts on goal and didn't get it, but the persistence from the lads was fantastic and you know credit to us.”
Terry added: "It was an absolute must for us (to win).
“We're very disappointed to be out of the Champions League and watching it you know Wednesday and Tuesday nights is disappointing, but that's enough motivation for us to kick on in this competition.
"We are in it to win it and nothing changes from that. After that we've got a chance with the Super Cup. There's still some big competitions to play for."