The Atletico manager believes his side was unfortunate not to score and says Jose Mourinho's men have the edge ahead of the second leg.
The La Liga leaders were the more enterprising of the two sides but struggled to penetrate a resilient visiting back four, despite the constant stream of crosses into the 18-yard box.
Diego Costa saw a volleyed effort charged down in the first half, while Gabi's free kick from distance was well held by substitute Mark Schwarzer, who replaced the injured Petr Cech in the first half.
Chelsea defender John Terry also came off in the second period with an ankle problem, but Simeone feels the visitors will be the happier of the two sides ahead of the second leg at Stamford Bridge next week.
"It was a tough game where nobody could get an advantage," Simeone said. "We could not find the goal that would have won the match. It was an intense game with both sides fighting to get to the final. They have the advantage with this draw, but whoever wins the next game will go to the final."