The Bees impressed in the original tie, and put on an equally impressive opening 45 minutes at Stamford Bridge, but Chelsea improved as the second half went on with goals from Juan Mata, Oscar, Frank Lampard and John Terry.
And Rosler insisted the result was not a true reflection of the contest.
"I think we did very well, I think we made their life very difficult," he said.
"It's disappointing that they scored (the first goal through Juan Mata) from a long kick and a shot from outside the box.
"It was a little disappointing the scoreline in the end was four, not really reflecting the game."
During the clash Bees captain Jonathan Douglas was caught on the ankle by a late and high tackle from Gary Cahill, while David Luiz body-checked substitute Jake Reeves.
While Benitez saw nothing wrong with the challenges, Rosler was still to see replays of the incidents.
Rosler said: "The player (Luiz) came into our dressing room, he spoke to Jake. I think that's a fantastic gesture.
"Jake Reeves is fine. He wanted to continue, but our medical staff said it's better not to. He will be okay next week."
On Cahill's tackle on Douglas, Rosler said: "I saw it in a split second. My first reaction was no complaint."
Rosler had no complaint either when Marcello Trotta had an effort ruled out after 39 minutes, referee having already blown for a Luiz foul on Adam Forshaw.
Commenting on the decisions made by referee Neil Swarbrick, Rosler added: "Overall I would not complain about the referee. For me, the referee has not decided the game today, but with a little bit more fortune, we could've had the lead. That is what you need in games like that.
"Rafa paid my players a lot of respect in putting out a very strong team. I didn't expect it.
"We had very good shape. At periods Chelsea were running out of ideas.
"The scoreline doesn't really reflect the game over big parts.
"We got too loose, too early. They punished us."