According to Lallana, the Reds lost their momentum against Frank Lampard’s men during the encounter, adding that they had big moments in the first half but failed to score against the host.
Chelsea eliminated Jurgen Klopp’s men from the FA Cup, thanks to two goals from Willian and Ross Barkley.
“It felt like an end-to-end game, a typical cup clash and probably good for the neutral. But we’re disappointed not to score,” Lallana told BBC Sport after the game.
“The second half started well, there were a couple of breaks in play, and it felt like we lost our momentum against them.
“We made some mistakes and if you let a good team like Chelsea counter on you like that, they are going to have chances. We are bitterly disappointed with the result. Credit to Chelsea.”
Liverpool’s next fixture is against Bournemouth in the Premier League this weekend.