Cahill won the toss and elected to go first on the advice of his Chelsea teammates. After the 31-year-old converted the first penalty himself, the momentum very quickly swung in Arsenal's favour.
'First impressions, not a fan,' said Cahill. 'We won the toss, asked the team and everyone wanted to go first, so we went first.'
'We were 2-1 down and then 3-1 down before we knew it. Mentally, that's different than when you've gone one by one. So, I'm not a fan.'
After Cahill's opener, Theo Walcott and Nacho Monreal scored for the Gunners and Coutois then sent his spot kick high over the bar.
'He felt comfortable,' said Cahill. 'He took one against PSG not that long ago [a pre-season friendly in 2015].
'We've been practicing them in training and to be honest he's been smashing them in so, in terms of taking it, he felt confident.
'He felt like he wanted to take one, he felt that he'd take the responsibility to do that and unfortunately it didn't work out.'
New record-signing Alvaro Morata then stepped up for Chelsea, only to pull his strike wide before Alex Oxlade-Chamberlain and Olivier Giroud sealed the win for Arsenal.
Talking on Morata's tough start to life in England, Cahill said, 'the sooner they get a goal the better that goes for any forward. At the start of the campaign, when you get a goal you feel like you're up and running.'
'He's OK, he's got a lot of friends here and a lot of Spanish boys in our team, so it's been easy for him to settle in. He's been welcomed in, I'm sure he feels part of the group already, and it's just a matter of time.'
'I can imagine it is different, bringing all your family over and trying to make that transition. We'll all get together and rally around him and I'm sure he'll start the season well and bang in goals for us.'
'There's no problems with him. He's a massive player, massively experienced even at a young age.'