Moses' sending-off proved pivotal as Antonio Conte's side lost steam to mount a comeback against the Gunners, despite Diego Costa hauling the 10-man Blues level.
Outgoing Chelsea captain John Terry revealed that the dressing room tried to pick the Nigeria international up after his dismissal on Saturday.
"He is [upset] but it is important that the group pick him up, for him as well," Terry said at Wembley.
"He has come back to the club because year after year he has been sent away by managers.
"The manager has shown a big faith in him this year and again he has been excellent all season. Naturally he is down and the poor guy has got his wedding tomorrow.
"He has been excellent all season. No one is to blame, it is one of those things."
Moses got married in a ceremony in London but not much is known about the event as he prefers to treat his personal life with a level of privacy.