The midfielder said he was disappointed with the result but believes the tie remains open ahead of the second leg.
The two sides went into the game boasting the best defenses in the Premier League and La Liga and a war of attrition duly ensued, with little in the way of goalmouth action.
Atletico enjoyed 62 percent of the possession on the night and 26 shots on goal compared to just five from the Blues, in a clash that will not linger long in the memory.
The result favors the English club heading into the second leg, with Eden Hazard and Samuel Eto'o set to return, and Gabi said the result had left a "bad taste."
He told reporters: "We're not satisfied, but the tie is still open. Atletico wanted to win from start to finish. We knew they would not concede a goal easily and we come away with a bad taste."
Colchoneros defender Juanfran was quick to echo the sentiments of his teammate, but added that he remains confident of going to Stamford Bridge and coming away with the win that will take his side into the final.
"We are not happy, we wanted to get the win," he said. "They played a defensive game because they think they can win at Stamford Bridge. We also think we can win. I knew that today wouldn’t be easy. Today means it will be a great match at Stamford Bridge."
Atletico remains unbeaten in the competition this season, but the result means it has failed to win at home in Europe for the first time in 2013/14.