As they prepare to take on Manchester United on the final day at home, Welbeck spoke of the loss to the Blues on Wednesday.
He told reporters: "Disappointing, frustrating. We didn't play to the best of our ability and that's the frustrating part. We have to analyse and see where we can do much better and finish the season strongly against Manchester United.
"This is a game we wanted to win and we have to brush ourselves down and go again.
"It has been a long time (since he scored) and I'm not happy at that but obviously happy to get a goal. Overall we're disappointed with the result, it's very frustrating. As professionals we want to finish very well, the best we can and we want to give the fans a good lasting moment for the summer."
On signing a new contract this week: "This has been a very special place since I came here and season on season it has got better. It's a great club, with great people and I'm really enjoying it here and looking forward to making more special memories."