Liverpool were 1-0 up after only 43 seconds and created further second-half chances for Dietmar Hamann and captain Steven Gerrard before a late own goal by Gerrard kept his team on the pitch for the decisive final half-hour.

"I was disappointed," the Spaniard told a news conference. "When you're winning 1-0 and you have two clear chances to finish the game -- and then you score an own goal at the end you can say that it's bad luck."

Also Read Chelsea wins League Cup

Defending his team's performance, which was spent mainly on the defensive, Benitez said: "We must be proud because they tried to do their best. If you run, you work and you try, you can't do any more. I feel we did the things we needed to do.

"Against a team like Chelsea, you need to control the space and afterwards try to make good counter-attacks. And we did those things. If you have two or three clear chances, it means you have done your job.

"But you need luck to score, to finish."

Asked whether he felt particularly sorry for Gerrard, Benitez said: "It's a pity for the team and for the supporters -- because we have maybe the best supporters in England [Images].

"When you concede a goal like this it's not a problem for one player but for the team."

• Complete football coverage