Madueke put Chelsea ahead before City stormed back to win 3-1 on Saturday evening.
"We press every game, it’s when we are at our best, that’s what we did and got the first goal," Madueke told the club's website.
"But scoring goals when you lose, it’s not really a great feeling like when we win.
"It’s a very disappointing result," he continued. "It feels hard, for sure. We went there to try and win the game and it wasn’t to be, but I think the manner in which we lost it was difficult to take.
"It was pretty even in the middle third, but they were just more clinical in both boxes than we were on the day, that’s why we lost. In terms of the attacking sense I think we were a bit of a blunt sword on Saturday.
"I think the game was in the balance at 1-1, for a long period. Then, once they get the second goal, it’s always going to be difficult.
"They scored a second and a third on the counter-attack. We probably weren’t as organised as we would like in preventing those. We gave away too many on Saturday and they can hurt you on the break."
Madueke also said: "We go into every game trying to win. I said earlier in the season that’s the best way. Instead of thinking about the end goal, just try and take care of the process. That’s what we do.
"We’ve got another game against West Ham at the Bridge, so we’ll try and get three points and bounce back."