Antonio Rudiger has admitted his “frustrations” at leaving Chelsea without a trophy to say goodbye.
Rudiger, 29, confirmed publicly for the first time that he is leaving Stamford Bridge but hinted that he might have stayed but for the Government sanctions kicking in during contract negotiations.
Germany defender Rudiger is set to move to Real Madrid this summer when his contract at Chelsea expires.
Rudiger won the Champions League during five years at Stamford Bridge but the Wembley defeat to Liverpool means he has won just one of the four FA Cup finals he played with Chelsea.
He said: “It's been five years as normal with ups and downs, but with a lot of positive things. That's why I'm even more frustrated because I wanted to have a different ending."
"At the end of the day it's not only about one side (helping the other), it's both sides - Chelsea have been great to me, I have been great to Chelsea.
"As always, I am very, very thankful me, my family. I became a man here. My kids were born here and everything. London and especially Chelsea will always be special to me.”
Rudiger admitted there was a chance of staying had the sanctions on Roman Abramovich not kicked in during contract negotiations.
Talks were then put on hold at a time when Rudiger’s talks were looking more positive but he is now committed to Real Madrid.
"I don't want to go too deep in things,” said Rudiger. "There was a chance (of staying) but sanctions are not the problem.”
Rudiger admitted it was tough to endure another heartbreaking defeat to Liverpool again on penalties but says there is no consolation in defeat. Rudiger has won just one of his four FA Cup finals.
Rudiger added: “It's always difficult to say whether we are lucky or unlucky.
"Personally for myself it's the third time (I have lost a final) so you can't always say unlucky, unlucky, unlucky.
“I think it was a good game like the Carabao Cup final. We had chances, they had chances. But at the end of the day we know that penalties are always a lottery. We lost.
"At the end of the day it's about winning. It's about today, it's not about next season.
"The game was about today and it was there to take and, yeah, unfortunately we didn't."
