In fairness, the Blues rarely threatened Jerzy Dudek's goal, but we had certainly outplayed Liverpool and if anyone deserved to get a late winner than us. But that's life!
Marcel Desailly and William Gallas were immense at the back, showing great strength and courage. Flanked by Graeme Le Saux and the impressive Melchiot, we had a strong back four, with every one of them pulling their weight.
Manu Petit recovered from a slow start to show why Chelsea paid over £7 million for his services, whilst Frank Lampard saw plenty of the ball in the second half.
That combination saw us restrict Liverpool to few chances, indeed their best opportunities prior to the goal had come from long range efforts. Carlo Cudicini made an excellent save from a 30-yard shot from Sami Hyypia, although he had very little else to do apart from collecting a number of stray passes from Liverpool.
At the other end, Frank Lampard put a free header wide after good work by Gronkjaer on the right. Despite this, Chelsea continued to press, although Jimmy Floyd Hasselbaink was disappointing up front.
Hence a double substitution at half time which saw Jimmy replaced by Eidur Gudjohnsen, and Jody Morris coming on for Mario Stanic.
The difference was obvious for all to see, with Eidur's hold up play looking very good, although we never looked like getting behind Liverpool. That was my only gripe from the performance.
We passed the ball well and tackled strongly, although a bit too strongly sometimes and on one of these occasions it nearly cost us. From 25 yards out, Dietmar Hamman smashed a free kick against the wall and the rebound fell to Steven Gerrard, who smashed an effort against the bar. Or so it would seem... Had it not been for the finger tips of Carlo Cudicini, the ball would have finished up in the back of the net, and he got the bit of luck he deserved when the ball rebounded off the bar to safety.
Jesper Gronkjaer was constantly finding space on the right but, despite turning his marker several times, he failed to produce a cross of real note in the second half.
And, just as the game looked to be heading for a draw, our Anfield curse struck. Having never won at Anfield in the Premiership it was pretty obvious that we weren't going to get much luck.
And when Manu Petit tackled Hamman, the ball broke through for Heskey. His shot was diverted on to the post by Carlo Cudicini but the rebound fell straight to Michael Owen who simply wasn't going to miss from there.
It was a cruel blow for Chelsea to take after such a dominant performance, but we should be able to take heart from the performance. In my opinion, Liverpool are a great side and I fully expect them to challenge all the way for the Premiership. But we made them look ordinary, and whoever they had up front just couldn't compete with Gallas and Desailly.
With International fixtures coming up, there is a two week break from the Premiership, but is that long enough to get over this barren run?