Poor refereeing decisions killing teams, says Cole
However, Cole maintained Arsenal would not allow the defeat to affect their title campaign before it has begun, as Man United did last season.
Cole felt he deserved a penalty when he tangled with Claude Makelele and also cited suspicions of offside over Didier Drogba's winner.
"I said to referee Graham Poll that it was a penalty and I thought it was a penalty. Claude said nothing. I think everyone knew it was a penalty apart from the referee," he declared.
"It's hard when these kind of things happen as they can turn a game. If we'd got the penalty and scored, it would have given us a good chance and we would maybe have gone on and won the game.
"As for their goal, I don't want to get into trouble for what I say. I haven't seen the replay, although I've heard what other people have said.
"We're disappointed in those decisions and other decisions, but there's nothing we can do."
Arsenal benefited from two refereeing decisions the previous weekend, firstly when Newcastle's Jermaine Jenas was sent off for fouling Gilberto - only for the red card to be reduced to a yellow within 24 hours - and then with a dubious penalty.
The FA have also received notice of three intended wrongful dismissal claims following last weekend's games, relating to West Ham's Paul Konchesky, Sunderland's Andy Welsh and Luton's Steve Howard.
With refereeing standards always under the spotlight, Cole said: "It's these kind of decisions that are killing teams. You see them week in and week out now, with the Jenas thing, which has got rescinded. Of course, it's hard for the officials but it does kill the game sometimes."
Chelsea striker Didier Drogba should at least escape without any punishment for his goal celebrations amid reports that he ran over to a spectator who had been berating him for an earlier miss.
Cole nevertheless realises Arsenal cannot afford to feel sorry for themselves as they need to get their season back on track in tomorrow's game against Fulham at Highbury.
Alex Ferguson has reflected that United's narrow 1-0 defeat at Stamford Bridge in Chelsea's first home game of last season ultimately cost his side the title as they never recovered their momentum.
Cole responded: "Of course, if we'd have won, we'd have had a lot of confidence going into the season and they'll have a lot of confidence now.
"But we've just got to keep going, working hard as a team and training well, and hopefully we can get the results.
"There's still a long way to go. Of course, it's always nice to beat the other big clubs but we've got to be focused for Wednesday's game and if we get a good result, everyone will be buzzing again."
With Patrick Vieira gone, Arsenal look to be missing an experienced spine to their side, with Sol Campbell still ruled out with a calf injury.
Philippe Senderos, 21, now faces a big test of character after being muscled aside for the second time in a fortnight by Drogba.




