The Blues were beaten at Goodison Park by an Everton side rejuvenated by temporary manager Duncan Ferguson, with the hosts scoring early in both halves to put the game beyond the visitors.

Mateo Kovacic’s fine volley had reduced the deficit and given us hope of a comeback but a sloppy late goal sealed a crucial three points for the Toffees and condemned Frank Lampard’s side to a third defeat in our past four league outings.

Afterwards, Azpilicueta admitted the early goals were particularly damaging.

‘We did not start very well because we knew they could have a reaction in the stadium with a new manager but we didn’t cope well enough,’ said the Spaniard.

‘We should have done much better in a game like this. In the first five minutes we gave away a goal from a cross, which we knew they were dangerous from, and after that we were in trouble.

‘We conceded again early in the second half and in those key moments we weren’t strong enough to cope with them.’

Coping in adversity was a theme the 30-year-old returned to when discussing the reasons behind the setback.

‘The mentality is very important and performing every few days is key to being a top team,’ continued Azpilicueta. ‘We lacked this mentality today to come here and fight, to be at our best against a team that were struggling.

‘We were coming from a very good game against Aston Villa but we didn’t show ourselves to be mentally strong enough to cope with this.’

Away from home in the Premier League, no side has conceded more than Lampard’s Chelsea, who have shipped 17 goals in eight games despite winning five of those. While that defensive record clearly needs attention, Azpilicueta believes there is room for improvement in both boxes.

‘Defence is an area where we have to improve but we are not strong enough in both boxes right now,’ he continued. ‘We are conceding a lot and when we arrive in the dangerous areas, we are not clinical enough to score our chances.

‘It’s a major problem because in football the key is to be clinical in both boxes and at the moment we are not strong enough in both of them so we have to work on that.’

There is little time to dwell on the loss as a massive Champions League group decider looms on the horizon. The Blues need a victory over Lille at Stamford Bridge on Tuesday to secure their place in the last-16 and Azpilicueta acknowledges they will have to be much-improved to achieve that.

‘Our target is to win every game and on Tuesday we have a final, it’s like the knockout stage already for us,’ he added.

‘We have to win to go through and we have to be ready because we cannot play like that today. The Champions League is the highest level and we have to be ready for it.’