After the game the Chelsea players were incensed by a number of decisions by referee Tom Ovrebo, one when the ball struck Pique's arm inside the area for what appeared a clear penalty.
The former Manchester United man told Sky Sports 2: "To be fair the ball touched my hand but I didn't want to touch it.
"The ref can decide what he wants and he decided not to say it was a penalty and you have to respect the decisions.
"Sometimes the decision is wrong but I am just happy to qualify for the final.
"The other things we cannot control."
Pique admitted it would be "special" to face Manchester United in the final, but insisted it was more important just to be there.
"It means a lot, but more because we are in the final," he said. "Okay it is against Man Utd and it will be special for me because I had three years, which were really good for me, there.
"It was really good for me to get experience and it will be special."