The 24-year-old also said that Frank Lampard’s men were unlucky against Liverpool, adding that Chelsea deserved more than they got, even in the penalties shootout.
Olivier Giroud gave the UEFA Europa League champions the lead in the first half before Sadio Mane bundled home the equaliser.
Mane then fired Liverpool into the lead in extra time, but Jorginho rolled in a penalty after Tammy Abraham was brought down by Adrian.
Abraham, however, turned anti-hero as he was the only player to miss a penalty during the shoot-out.
“We were unlucky,” Zouma told Chelsea’s website.
“We deserved more than we got, even in the penalties.
“We can be proud because we played a very good game against a strong side. We had no fear. We gave them very difficult moments and we should have won I think. Of course, we are a bit disappointed we didn’t get the trophy, but we can keep the good we did.
“There are a lot of positives we can take, especially after the loss we had at the weekend. We are a big team with big players and we showed that. The lads gave everything for 120 minutes. We were all focused and we all did our jobs so we can be proud of that.”
Zouma added: “Penalty is a bit of luck. He [Tammy Abraham] did well in the game. He gave us a penalty that we scored to come back in the game. He then missed a penalty but he’s young and he’s going to learn. He’s a big player.”
Chelsea will take on Leicester City in the Premier League at Stamford Bridge in their next fixture on Sunday.
