Caicedo scored a solo stunner as the Stamford Bridge club finished sixth in the Premier League.
The Ecuadorian was crucial in a battling 2-1 win over Bournemouth on the final day of the season.
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Post-game, Caicedo said of his goal to Sky Sports: "It was an amazing goal. I had the possibility to shoot and I did. I just wanted to try, I didn't look at my team-mates. I just wanted to shoot.
"It was a good season for us to get Europe. I am so happy to be in this team, we will achieve a lot of trophies in the next season.
"It was good to join Chelsea, one of the best teams in the world. I am sure next season will be a good one."