The midfielder struck in the second-half for the 1-0 win, as Chelsea reached the quarterfinals 3-1 on aggregate.
"Copenhagen were tough to break down," he told the club's website. "They were in a good solid shape – 5-4-1 – and it’s hard to break that down.
"It was a bit frustrating in the first half, but we made a few adjustments in the second half, in terms of the positions of players, and I feel like you could see that with more chances and getting in better positions and spaces, and thankfully, we managed to get the win."
On his goal, Dewsbury-Hall also said: "I got it into a bit of space, tried to manipulate the ball, and, with a bit of endeavour, managed to get the ball to ricochet into my path. I practice that finish after training pretty much every day, so it’s nice that it managed to come off in a game for me!"
He added: "Any player will say that to play in Europe, no matter what competition it is, is the best feeling in the world. I’m always grateful when I get to come out to play, especially at Stamford Bridge. I’m scoring a few goals here, which is nice, and hopefully, it will continue.
"We respect every team, but we know what quality and mentality we have in the squad. I feel like Copenhagen will be one of the toughest tests we have, and they gave us a tough game.
"We have three stages to go to lift the silverware, and now we’re just focused on the quarter-finals and taking it game by game, and then I’m confident we can go all the way."