Chelsea lost 1-0 to Borussia Dortmund on Wednesday night, with Karim Adeyemi’s second-half strike seeing Dortmund take a slender lead to Stamford Bridge for the return leg next month.
“It’s frustrating to lose because I thought we played quite well,” Havertz said when speaking post-match.
“We came here to win the game, or at least draw, but in the end we have lost and it’s just really frustrating for us.
“Their goal was a mistake from us and we knew that Adeyemi is a fast player, especially on counter-attacks. So that was disappointing.
“We created plenty of chances and on another day, we could have scored a couple of goals and the tie would look so different.
“I don’t think we should be too unhappy with our performance because we created the opportunities, but it’s just frustrating that we couldn’t take any of them. We have to look at that and try to improve on that front.”