The France international was skipper for a day on Wednesday, assisting the crucial goal in extra-time, and praised the team spirit shown after Ross Turnbull was sent off
The Frenchman stood in as captain for the night with several experienced players sitting the match out, and assisted Daniel Sturridge for the decisive goal deep into extra-time.
“We were moving the ball quickly around the box and I saw a little gap so decided to take my chance,” Malouda told the club’s official website.
“The goalkeeper saved it but Sturridge had that smell for the goal with a good finish and gave us the victory so we're very happy.
“That's a great feeling when we give everything, run for your team-mates, people come from the bench, Petr Cech coming from the bench and saving a penalty, Sturridge coming and scoring a goal.
“The spirit is very good and the squad is very strong. It shows our ambition.”
Ross Turnbull was sent off for the Blues, necessitating regular keeper Cech’s summoning from the bench, and Malouda was pleased with the way his side reacted.
“We played with 10 men once again but the spirit we showed and the will to win the game is great from the team,” the 31-year-old continued.
“It's difficult with 10 men but we always play to win the games.
“I think we did a great passing game and in the end created a lot of chances."
When asked how seriously the side were taking the competition, the attacker replied: “Of course we want to win, we feel like if we win a competition in February it can be the start of a great finish for us.
“The league is our priority. You need to start well but also to finish well as well, and we are coming into a period where we play a lot of games and every point is important.
“We stay calm and have to play Arsenal this weekend. With a win we can expect great things for the rest of the season.”
How do you stay up with football when on the move? With http://m.goal.com –your best source for mobile coverage of the beautiful game.