The Brazilian right-back feels that the Catalans got plenty of chances to decide the tie in their favour, and that they were rather unfortunate not to progress
The Catalans dominated play in both legs, but were beaten 1-0 at Stamford Bridge, and were held to a 2-2 draw in the return at Camp Nou on Wednesday.
The Brazil international stressed that Barca got plenty of chances to decide the tie in their favour and make it to the final of the competition, but their profligacy cost them.
"We had the chances to win, but we lacked the luck to go through. We tried to beat them in every possible way, but their ultra-defensive tactics proved successful," Dani Alves was quoted as saying by AS.
"We had the opportunity to decide the tie, but we failed. We are suffering a lot at the moment, but winning and losing are both part of the job. It's not only joy, and you go through difficult moments like this as well."
Barcelona resume La Liga action on Sunday when they take on Rayo Vallecano.
Goal.com will be running a dedicated LIVE! on Wednesday from 15.00-00.00BST to keep you up to date with all the latest news, views and analysis on the second leg of the Champions League semi-final tie between Real Madrid and Bayern Munich.