Wagner singled out Phil Billing and new goalkeeper Ben Hamer for praise in the aftermath.
He stated: "The guys started very well; the first half was very good. We have shown everything that the Terrier identity is about; spirit, togetherness and a good attitude.
"Against opponents like this, you need luck. We got unlucky with the deflected goal, and when Steve Mounie hit the post when we were 1-0 down.
"In the end we were beaten by quality. It's small margins that need to be in your favour, and Chelsea were clinical today."