Dalglish had never tasted defeat against Chelsea prior to the cup final, but he does not underestimate a team that has reached the Champions League final under the guidance of interim manager Roberto Di Matteo.
He said: "They got two fantastic results in the Champions League semi-final. They know how to play. They have got experience.
"We might have been a wee bit naive (in the final). They are very experienced - whatever way they want to play, it is up to us to play against it."