The London club were hoping for a silver lining to what has been a disastrous season at Stamford Bridge but were beaten by Man City.
Antoine Semenyo’s 72nd minute backheel was enough to secure City’s second trophy of the season in what was an edgy affair.
Speaking to TNT Sports after the game, Chelsea captain James admitted that the club need ‘stability’ heading into the summer.
"I mean disappointing obviously, to lose. Not much in the game. It was pretty even. They had one half chance, and they managed to take it," he said.
"No one is happy when you lose. We have lost a fair few games recently - it has been difficult.
"Every time we step out onto the pitch the target is to win."
On what Chelsea need in the future: "I think the key thing is stability.
"Last week we went to Anfield and probably should have won, then we lose here today. It is difficult. There is a lot we need to learn and to take forward."
It has since been revealed that former Real Madrid manager Xabi Alonso will be the next Chelsea manager after agreeing a four-year deal.