Evra believes the Old Trafford clash is where United conceded the tie.
"It's a big disappointment," he said.
"I think we lost it on the first leg (game). We have to be realistic. We gave the game away.
"We were winning 2-0. they came back and we drew 2-2.
"After that we said 'okay, we get another chance to win at Stamford Bridge'.
"But they deserve to qualify and it's a massive disappointment for us and for the club."