Chelsea lost the Community Shield to Arsenal after losing out on penalties following a 1-1 draw with the Gunners at the Wembley Stadium.
Cahill, who was the only Chelsea player to convert his kick in the subsequent shoot-out, spoke about the sense of frustration as Chelsea lost another trophy to Arsenal.
“I don’t see it as a setback, I see it as a disappointment because it was a game we wanted to win and an opportunity to win a trophy,” said the Blues skipper. “I don’t care what trophy it is, if you finish your career with six it’s better to finish with seven.
“We let that slip, obviously penalty shoot-outs are a cruel way to end a game. We’re disappointed but we need to brush it off and prepare for what’s going to be an important season.
“It would be nice to not finish a game at Wembley with 10 men,” he added, as he spoke about Pedro’s sending off. “I’ve been told it was an “orange” card. It seems to be that if it’s a 50-50 decision it goes the other way and once again we lost an important player.
“It’s hard to reflect positively because emotionally we’re disappointed, but if we’re trying to take the positives I felt we were in control of the game up until the goal and the sending off.”