The Blues were knocked out 2-0 on Wednesday night.
Maresca took Palmer with the squad to Newcastle, but chose not to play him.
Asked if there was a reason for keeping Palmer on the bench, he said: "No, no, no. Simply because I think Joao (Felix) and Christo (Nkunku) were doing very good. The reason why (we brought him) was in case we needed Cole but Joao and Christo were doing well so there was no need to change."
The Italian was also asked about their Cup elimination: "We said, all the competitions are important, for sure, but also now we have different competitions that are still there and we can be more focused on that.
"We are sad that we lost the game, for sure, because we said many times this is something we don't like. Now, we have two games to prepare for the next game."