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London - Chelsea manager Frank Lampard said his side were taught a "harsh lesson" in Champions League football after Valencia put a week of turmoil behind them to win 1-0 at Stamford Bridge on Tuesday.
The hosts dominated possession, but were toothless in attack after losing promising midfielder Mason Mount to an early injury and were punished 16 minutes from time when Rodrigo grabbed all three points for the Spaniards.
Lampard's men should still have rescued a point, but Ross Barkley fired a late penalty over the bar.
"Without a doubt (we deserved more). Probably a win, but at least a draw. We conceded with one shot on target," said Lampard.
"It's a harsh lesson of Champions League football, a game we've played pretty well in and we lose it.
"The good thing is we have five more games to turn it around."
Valencia had arrived in London still reeling from the unpopular sacking of coach Marcelino last week, who had led the club to two top-four finishes in La Liga and the Copa del Rey last season in his two seasons in charge.
Supporters had called for the club's Singaporean owner Peter Lim to leave and a number of senior players publicly expressed their disgust with Marcelino's dismissal.
Los Che were also thrashed 5-2 by Barcelona in Albert Celades's first game in charge on Saturday, but bounced back with a solid if unspectacular performance that was still good enough to beat a Chelsea side that badly missed the imagination of the departed Eden Hazard.
"We are happy to get the win, doing that here is very difficult," said Celades.
"(The players) did a huge amount of work. This is how we have to do things going forward. We need to get back to talking about football."
Chelsea started on the front foot, but their early momentum was soon halted by an injury blow to the one of the stars of their season so far.
Francis Coquelin was lucky to escape with just a yellow card for a dangerous lunge on Mount, that forced the England international off with an ankle injury.
"It did affect the game and we know how well he is playing," added Lampard.
"He's got an ankle injury. We don't know how bad it is, but it will be assessed over the next 48 hours.
"It's a shame because he was playing so well."
Without the creative quality of Mount, the hosts were reliant on moments of magic from Willian to open up an organised if unambitious Valencia.
The Brazilian just lacked the finish after chesting down Mateo Kovacic's fine pass over the top of the Valencia defence as he blazed well over.
Jasper Cillessen had been heavily criticised for his performance upon his return to Barcelona on Saturday, but the Dutch goalkeeper came to his side's rescue in first-half stoppage time when this time a fierce volleyed effort from Willian found the target.
Despite Chelsea's obvious defensive weaknesses in conceding 11 times in their opening five Premier League games of the season, Valencia were happy to contain and counter-attack.
However, the visitors made their mark from a set-piece.
Rodrigo's run was perfectly picked out by Dani Parejo's free-kick and his shot into the ground bounced up and beyond Kepa Arrizabalaga.
The goal arrived just seconds after Lampard had introduced a second striker in Olivier Giroud as he chased all three points.
Giroud fired too close to Cillessen moments later as Chelsea went in search of an equaliser.
And they were given a golden opportunity when Daniel Wass was harshly penalised for a handball after a lengthy delay for referee Cuneyt Cakir to consult replays four minutes from time.
However, no damage was done to Valencia as Barkley's penalty hit the bar on its way over to condemn Chelsea to the worst possible start in Group H.
