Wednesday's exit from the Capital One Cup, after failing to score in either leg of their semi-final with Swansea, means the Blues have already missed out on five competitions this season, with the Community Shield, UEFA Super Cup, World Club Championship and Champions League added to their League Cup exit.
Rafael Benitez's side also trail Premier League leaders Manchester United by 11 points, and goalkeeper Cech has placed the blame for their predicament squarely at the feet of their forward players.
"It was disappointing because we didn't score against Swansea. We knew that we had to score to have a chance to progress, but we didn't and it is a pity," the 30-year-old said.
"Even when we played our game in hand in the league against Southampton, instead of killing the game off we played on and on and they managed to score two goals.
"I think we need to be more efficient in front of goal because we are having chances. We have a lot of shots in the games but we need to score more goals than that.
"In the last few games we haven't killed the games off. Against Arsenal it was the same story.
"We had to fight until the end of the game because we didn't take our chances to kill off the game. We need to be more clinical in front of goal."
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