After defeat to Wigan Athletic, Coloccini insists they have not given up on their Champions League "dream".
"It's like a dream for us, we still have a chance to fight for it," said the Argentina defender.
"Yes it was disappointing and we played badly against Wigan. We have two days to have a look at where we went wrong here then try to get ready for the next game.
"It's a big game at Chelsea now. All we can do is make sure we take points from it.
"We have a really difficult final three games but we just have to keep going. We're having a great season so our confidence is still high. We know we have to get something at Chelsea.
"We know the Europa League place is already in the bag so we can push for a top-four finish."