Jose Mourinho's men took the lead through Fernando Torres but goals from Adrian Lopez, Diego Costa and Arda Turan ensured Atletico set up an all-Madrid final in Lisbon next month.
|12/1||Norwich City are 12/1 with Paddy Power to beat Chelsea|
"I don't know what we lacked," he told beIN Sport. "After scoring, we had the game in our hands. Maybe they wanted it more than we did... It was an intense game. Beautiful to watch with opportunities.
"I'm sad but logic has been respected bacause they deserveed to qualify.
"Chelsea are not made to play football. We're good on the counter, a little bit like Real against Bayern.
"We did it well tonight since we scored. But their goal hurt us before the break. We failed to make the difference in the second half.
"Often, I'm asked to do it all by myself and it's not easy. It was a complicated game. It will be a lesson for us regarding next year."
The comment is likely to raise further questions about the Belgian's long-term future at Stamford Bridge, with reigning Ligue 1 champions Paris Saint-Germain avowed admirers of his talents.
Hazard stoked the fire of speculation by donning a PSG shirt for an interview with Canal+ after Chelsea's 3-1 defeat to Laurent Blanc's men at the Parc des Princes earlier this month.
The 23-year-old also admitted in an episode of French documentary series Interieur Sport that he would have to consider a move to the French capital if his wife insisted on it.
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