The Blues manager sounded optimistic despite Wednesday’s loss away from home.
Chelsea interim manager Frank Lampard is confident they can overturn a 2-0 first-leg Champions League loss to Real Madrid in the return tie.
The Blues had to do duty against Los Blancos with 10 men after Ben Chilwell was sent off. The Spanish side ended up winning through goals by Karim Benzema and substitute Marco Asensio.
"I'm proud of the 10 men," Lampard said after the match.
"But I just said to the players that special things can happen at Stamford Bridge. They are a very good team, but we have to believe."
The former Everton manager pointed out what worked against his side at the Santiago Bernabeu.
19:36 - 12.04.2023
As it happened: Real Madrid 2-0 Chelsea
Benzema's goal midway through the first half and Asensio's second half strike gives Real Madrid a comfortable win over Chelsea.
"The disappointing thing is that you give away a set piece for the second goal from switching off. I don't think with 10 men they carved us open. That was due to the spirit," he continued.
"We had our chances in the game. Three pretty good chances. Joao [Felix] earlier, Raheem [Sterling], and Mason [Mount] near the end. There are some good things, but the result is the reality.
"There was a lot there for us, I thought, as good a team as they are, but it's been a difficult period for the players, and there's a little bit of a lack of belief."
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After Chelsea made a managerial change, they opted to bring on board the former Everton manager.
However, Lampard remains optimistic that Chelsea can beat Real Madrid in the return leg, although they are not seen as favourites to progress to the penultimate stage of the competition.
"We're realistic, we're 2-0 down against Real Madrid, but that's done now," the English tactician concluded.
"I've been involved with games that change. We're in a different place now, where we want to prove some things wrong, change the tone, and change the story.
"We went with 10 men against Real Madrid, and it was a disappointing night for the lads but I also saw they gave everything.
"It will be different next week, we weren't favourites yesterday, we aren't favourites today. That's football. The possibilities are ours if we take them."
Meanwhile, the Blues have now failed to score in four consecutive matches in all competitions for the first time since December 1993.