Chelsea manager Jose Mourinho thought his side were better than Atletico Madrid until the Diego Costa penalty which broke Chelsea hearts and sent his side crashing out of the Champions League at the semi-final stage.

Atletico set up a derby final with city rivals Real with a 3-1 victory at Stamford Bridge. A goalless first leg left the tie finely poised with a place in the May 24th Lisbon showpiece at stake against Mourinho’s former club, who emphatically ended Bayern Munich’s title defence on Tuesday night.

Fernando Torres gave Chelsea the lead against his former club before Adrian equalised on the stroke of half-time, with Costa putting Atletico ahead from the spot in the 60th minute. Arda Turan added the third with 18 minutes remaining.

“Until the penalty they were not the best team. Until the penalty we had the game, had more possession, had more chances,” Mourinho said. “We scored a great goal but we conceded a poor goal. We knew in set pieces we could have a chance.

“John Terry’s header was fantastic and the save was amazing and after that the penalty killed the game. There was only one team. The reality is from that moment the game is lost.”

The result was Mourinho’s fourth successive loss at the semi-final stage as the 2012 winners were eliminated and left to focus on their slim Premier League title hopes.

However, the Chelsea manager refused to criticise his side.

“I can’t be critical with a group of players that from day one is giving everything, trying everything,” he said. “With problems with injuries, suspensions, with players that cannot play in the Champions League, I’m proud of them.

“Obviously it’s disappointing to lose a semi-final second leg, especially at home, but I am proud of them. I prefer to say we did everything that was possible for us.”