The Dutchman is delighted to have overcome the Blues but has admitted that their negative approach made it hard for Bayern Munich
The Bavarians triumphed over Jose Mourinho's side on penalties to after struggling to break down the Londoners for large sections of the game, needing a late Javi Martinez equaliser to force a 2-2 draw and a shoot-out.
"These are always great games to play. It was fierce, particularly in the duels," he told NOS.
"Chelsea are a very defense-minded team and it's difficult to play football. That's their style of play and their quality."
Robben also expressed his disbelief that Chelsea managed to hold firm for much of extra-time, with the German champions having a number of chances turned away by Petr Cech.
"In extra-time, we had so many opportunities, but they didn't go in."
Bayern lost to Borussia Dortmund in the German Supercup at the end of July and Robben is delighted to have won his first medal of the season.
"Every trophy is super and we thoroughly deserved this one."