Chelsea boss Thomas Tuchel said his players "changed their behaviours" after taking an early lead against Zenit St Petersburg as they drew their final Champions League group match.
A dramatic equaliser from substitute Magomed Ozdoev four minutes into added time meant holders Chelsea failed to top their group.
Ozdoev scored a stunning half-volley from the edge of the box after Chelsea had come from behind to lead 3-2 with minutes left.
Timo Werner scored in both halves and also set up Romelu Lukaku after Zenit had come from 1-0 down to lead 2-1.
But Ozdoev's strike meant Chelsea finish behind Juventus, who beat Malmo.