A crushing defeat at Wembley last Saturday ended Maurizio Sarri's side's unbeaten start to the Premier League and brought the team back down to earth with a bump, but speaking to 'Sky Sports' ahead of Sunday's west London derby, Rudiger said he was finding it hard to put his finger on where things went wrong.
"It's difficult to tell [what went wrong] because sometimes you have one or two players that are not in good shape but it was the whole team," the German explained.
"It was a bit weird. It's hard to explain but, if you play like this, you deserve to lose.
"I can tell you know so many things but it's just excuses at the end of the day. The only thing I can say is that we have to see this as a very big and hard lesson and move on.
"We have to bounce back. It's clear. We have to show a reaction."
Despite the need for a reaction, Rudiger urged his side to keep faith with the system that has served Chelsea so well so far this season.
"We lost this game but do we need to question everything? I don't think so," he continued.
"After defeat you always have to step up. It's not the end of the world. We are now going into the end of November, December - who thought we would be unbeaten?
"Of course how we lost is very, very bad but at the end of the day it's not the end of the world. We have to look forward and keep doing what we can do best.
"Fulham is a local derby and it's very important for the fans and me. It's my first experience. I take every game seriously and try to win, especially a game like that."
Finally, with Claudio Ranieri set to return to Stamford Bridge for only the fourth time as manager of a visiting side, Rudiger gave his thoughts on the situation.
"Most of the time in football if clubs change coaches then the team starts to win, they build momentum," he added.
"For sure Fulham saw the game we had. It's possible they will come with confidence but just because of one game we will not be shaky. We want to win this game and we will go for it."