The midfielder was disappointed by the Rojiblancos' inability to break the Blues down at the Vicente Calderon but believes the tie remains open ahead of the return clash in London
The two sides went into the game boasting the best defences in La Liga and the Premier League and a war of attrition duly ensued, with little in the way of goalmouth action.
Atletico enjoyed 62 per cent of the possession on the night, though, 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 favours the English club heading into the second leg, with forward duo Eden Hazard and Samuel Eto'o set to return for Jose Mourinho's men, and Gabi admitted the Rojiblancos had been left bitterly frustrated by the way the first leg unfolded.
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 team-mate, but added that he remains confident of going to Stamford Bridge and securing either a victory or a score draw.
"We are not happy," he admitted. "We wanted to get the win. But they played a defensive game because they think they can win at Stamford Bridge.
"However, we also think we can win. I knew that tonight wouldn’t be easy. But tonight's result means it will be a great match at Stamford Bridge."
Atletico remain unbeaten in the competition this season, but the 0-0 draw means they have failed to win at home for the first time in this season's Champions League campaign.