Anthony Gordon's first-half strike was enough for the visitors to win 1-0 on the day.
"It was one of those games where the final bit just didn’t go our way," said Chalobah afterwards.
"We created a lot of chances that we didn’t take. We had a lot of possession and played a lot of the game in their half. Newcastle defended deep and defended well in fairness. We were just lacking that final touch in front of goal.
"I think it was a mixture of things. A mixture of our end product not quite being there, and Newcastle defending well with their low block. They were obviously clinical with their goal, which won them the game too.
"That happens in football sometimes, it’s the fine margins and we just need to pick ourselves up and go again, because we’ve got a lot of big games coming up."