Willian lamented Chelsea's 3-2 loss to West Ham and acknowledged the importance of bouncing back with victory against Watford on Saturday.
The Brazil forward scored a penalty and a free-kick either side of goals from Tomas Soucek and Michail Antonio in Wednesday's Premier League clash, but it was not enough for Chelsea.
Andriy Yarmolenko snatched a late winner for West Ham at London Stadium on Wednesday, denying their opponents the chance to overtake Leicester City in third.
Willian, who is due to become a free agent at the end of the elongated campaign, admitted the defeat - Chelsea's first in seven matches in all competitions - was tough to take.
"It is very disappointing," he told Chelsea's official website. "The plan was to win the game and we missed a chance to go third.
"At least we have a game on Saturday to win at home. It's not a time to complain. We have to win on Saturday.
"We have to play every game as a final, and fight to get into the Champions League places.
"We deserve to finish in the top four. Sometimes we have gone up and down, but I think we deserve to be there and we have to keep that position."
In opening the scoring against West Ham with a 42nd-minute penalty, Willian became the first player in Premier League history to score in every month of the year.
"I didn't know about that! I'm happy with the goals, but when we've lost it's a bit difficult," he said.
"I feel very disappointed. Now it's time to rest well, recover well, and fight for the three points on Saturday."
Chelsea are two points better off than Manchester United and Wolves in fifth and sixth respectively with six games to go.