Frank Lampard was adamant Chelsea should not have lost to Valencia on Tuesday night.
Rodrigo's second-half goal was enough for Los Che to seal a memorable 1-0 victory at Stamford Bridge.
Ross Barkley missed a penalty with time running down after arguing with Willian over who would take the spot-kick.
And Lampard thinks the Blues had enough chances to get something from the game.
He told BT Sport: "We shouldn't lose the game. Clearly. At least not lose it.
"We had a fair few chances. And then the penalty, which we miss.
"We have to keep our heads up. There is a long way to go. It is a lesson. Teams at this level can hurt you."
He added: "I saw Liverpool lost tonight. This is the Champions League and there are tough games.
"There will be bumps in the road for us with the youth we have and changes we are trying to make.
"But we need to be strong and be ready with Liverpool here at the weekend."