Drogba thrived in big games during his eight years at Stamford Bridge and scored nine goals in major finals, including their success in the Champions League and FA Cup last term.
Warnock, speaking before the Capital One Cup defeat last night, told the London Evening Standard: "They have clearly missed some experienced players through injury this season, but if I was Chelsea manager the one I'd miss most is Didier Drogba. I would have done anything to keep him if I was at Chelsea and yet they let him leave on a free transfer.
"He epitomised what Chelsea was all about when they won all those trophies and his goalscoring record was tremendous. I loved him as a player."