The former Blues midfielder won the FA Cup, Champions League and Europa League while at Stamford Bridge.
"I remember the Champions League final with Chelsea, I was on the bench, and we won, but I didn't play in the semi-final, didn't play the final," Romeu said.
"You feel part of it, and you feel proud of yourself and your team-mates, but in your mind it's 'I want to win it one day being there, being on the pitch'.
"(In 2012/13) I played the last game in the Champions League in the group stage, then I got the 'ACL' and couldn't play in the Europa League. I had the medal because I was in the squad, but I didn't play."