Southampton midfielder Oriol Romeu felt the game turned after Olivier Giroud's goal after Chelsea won their FA Cup semifinal on Sunday.
Romeu, speaking after the full-time whistle in the capital, they are the kind of episodes that must go in your favour to defeat the top sides in the Premier League.
“Once the top sides get in front it's very difficult to get back into the match and create chances and score again," he said.
“We had a couple of chances but the ball just didn't go in. We pushed forwards and had to take more risks, we did it, but we couldn't score.
“(The disallowed goal) was a moment that could have changed the game; had it been given then things could have gone very differently. The referee did not see it that way but it's too late now to regret decisions like that."
He added: "Conceding the goal wasn't what we wanted and it changed everything. Once you get to here you are dreaming of getting something and getting into the final.
“The game wasn't on our side. We did good things, we shouldn't have conceded that early in the second half, it gave them so many options. When you get this far, you dream of getting something and reaching what would have been an amazing final."