The 2-1 win marked the German's last game for the club ahead of a Bosman transfer to Real Madrid.
Rudiger told Chelsea TV: "Yeah, it was tough. A tough day for me. Just like it was the other day at Cobham.
"Then I see this reception (from the home support), I can only say thank-you. Thank-you for this support. I will never forget this club.
"This club will always be special to me."
As for a legacy, Rudiger said: "Look, for me it's always important to give everything. To give everything for the badge and to give everything for the supporters.
"Always give 100 per cent. I always tried to do that. I always tried my best."
On his send-off, Rudiger added: "It meant everything. For myself. My family. My wife. I know there's a lot of disappointment. But to receive this reception... Thank-you very much, I appreciate it."
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