With a Europa League clash against Malmo and the League Cup final against Manchester City up next, there is no time to dwell on the disappointment, the Spaniard said.
"The most important thing now is to stay calm, train really hard and recover our best football and our best feeling, because if not we are in trouble," Pedro told Chelsea's website.
"There is an important game in the Europa League for us and, after, the final against City."
Chelsea lead Malmo 2-1 from the first leg of their Europa last 32 tie and host the Swedes on Thursday in the return.
Cesar Azpilicueta, who has captained the team in Gary Cahill's absence, also called for calm.
"At Chelsea we are used to winning a lot of trophies and we have been the most successful team in England for the last couple of years," Azpilicueta said.
"We know we have the Europa League game coming up on Thursday. We will then play a final... Hopefully we can keep calm from Thursday and then win that trophy on Sunday."
(Reporting by Rohith Nair in Bengaluru; Editing by Peter Rutherford)
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