Maurizio Sarri's side were uncharacteristically lacklustre at Wembley, where the Blues suffered a first loss of the Premier League season.
"It was a bit weird. It's hard to explain but, if you play like this, you deserve to lose.
"I can tell you so many things but it's just excuses at the end of the day. The only thing I can say is that we have to see this as a very big and hard lesson and move on.
"We have to bounce back. It's clear. We have to show a reaction.
"We lost this game but do we need to question everything? I don't think so.
"After defeat you always have to step up. It's not the end of the world. We are now going into the end of November, December – who thought we would be unbeaten?
"Of course how we lost is very, very bad but at the end of the day it's not the end of the world. We have to look forward and keep doing what we can do best.
"Fulham is a local derby and it's very important for the fans and me. It's my first experience. I take every game seriously and try to win, especially a game like that."