Dzeko struck twice in the 3-3 draw.
“It's a splendid night for us," the striker told Mediaset Premium.
“A point is good, but we could've won. We played an incredible match, all together from the first minute. It's a shame that we conceded three goals, as that means we have more work to do, but Chelsea are strong and converted all their chances.
“We had the right mentality. We played as if we were the home side from the opening minute. I already said yesterday that Italian football has improved a lot and we saw that tonight too.
“When I was at Manchester City, I never scored against Chelsea, but I made up for that. It's still early to talk about qualification, but it's an important point and now we turn our focus to Serie A."