The Blues were beaten 2-1 by their London rivals at Wembley, with Pierre-Emerick Aubameyang’s brace handing Mikel Arteta his first trophy as a manager after Christian Pulisic had opened the scoring early on.
Referee Anthony Taylor has come under fire for a number of contentious calls, nonetheless, which first saw him allow Aubameyang to equalise from the penalty spot when Azpilicueta was deemed to have brought the striker down inside the box.
And after sending Chelsea midfielder Matteo Kovacic off for a questionable second booking, he then chose not to give Emiliano Martinez similar marching orders despite replays appearing to show the Arsenal goalkeeper handling the ball outside of his area.
Taylor was in charge of the last FA Cup final meeting between Arsenal and Chelsea in 2017, where he also provided controversy by sending Blues star Victor Moses off for diving.
But Azpilicueta has called on his team-mates to look further than refereeing decisions after what proved a disappointing defeat.
“A lot of times there were 50/50s [that went in Arsenal’s favour] and we had the same in 2017 but we have to look further than this,” the Chelsea captain told their official website.
“We have to look at ourselves. We know two weeks ago when we played against Man United, we really controlled it.
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“We played our game, we were on top of them against a very good side but today we couldn’t do it for 90 minutes and, in the end, that makes the difference.”
Azpilicueta limped out of yesterday’s final before half-time with a hamstring injury, which is likely to rule him out of next week’s Champions League last-16 second leg away at Bayern Munich.
“It’s my first time that it’s happened and it hurts a lot when that happens in a final like today,” he said.
“Sometimes it’s football and it’s life but it’s hard to take.
“Now we have to learn from the game, even if you always want to learn when you win and when you lift trophies rather than by losing these kind of games.
“It’s tough but we have the next challenges that we have to be ready for.”