Paul Merson ripped into Chelsea's players after Liam Rosenior's side fell to a 1-0 defeat at Arsenal on Tuesday night, exiting the Carabao Cup at the semi-final stage with a 4-2 aggregate loss. The Blues struggled to create many clear-cut chances and couldn't score the goals they needed to reach the final, instead seeing Kai Havertz strike to send the Gunners to Wembley.Chelsea were staring at a 2-0 deficit in the first leg of their semi-final with Arsenal, but Alejandro Garnacho's brace helped the Blues eventually emerge with just a 3-2 defeat and hope for the second leg.However, while Rosenior's side were solid for the majority of Tuesday's return fixture, they struggled to create much in the final third. Gunners goalkeeper Kepa Arrizabalaga made only two simple saves throughout the match and a final insult arrived in the 97th minute as Kai Havertz scored the only goal of the night to make it 4-2 to Arsenal on aggregate. The manner of their exit frustrated some Chelsea fans, with the visitors only managing to post 0.68 in expected goals at the Emirates Stadium. Former Arsenal star Merson was similarly disappointed, claiming he felt "numb" and "flabbergasted" because of the Chelsea performance.Some Chelsea players seemed to take the defeat especially hard, including defender Wesley Fofana, who looked to be tearing up when he was snapped by the cameras at full-time.Speaking on Sky Sports, Merson said: "I am numb, I am flabbergasted. I can't believe what I have just watched. I honestly can't believe what I have just watched."Arsenal fans and the players themselves...this is Chelsea Football Club. They have got international football players, a World Cup winner. They have got players all over...this is not a bottom four or five team, they have just come here...they should be crying because they never had a go."I am lost for words, I cannot believe what's just happened. They have gone out with an absolute whimper in the semi-final of a big competition."If it worked it was great but if it hasn't worked, you can't gamble like that. Have a go and go out in a blaze of glory. Don't go out like that. I am lost for words."It's been a pretty impressive start to life as Chelsea manager for Rosenior, having taken six wins from his first eight games in charge at Stamford Bridge after replacing Enzo Maresca. However, he has now recorded a second loss in his Blues managerial career and a second against Arsenal following the first-leg defeat.That said, the west London side have an appetising run of fixtures on the horizon as they target a strong finish to the campaign. They visit struggling Wolves on Saturday before hosting Leeds United and then visit Hull City in the FA Cup.After a clash with Burnley, Rosenior will get another chance to get the better of Mikel Arteta when Chelsea meet Arsenal for the fourth time this season and the second in the Premier League at the start of March.Add GOAL.com as a preferred source on Google to see more of our reportingWhile it was heartbreak for Chelsea, Arsenal are in dreamland as they eye a historic 2025-26 season laden with silverware. Speaking after the game, manager Arteta said: "Did I enjoy it? Very much - especially at the end. We knew it was going to be a real battle out there. That resilience, that clarity to understand what kind of game we had to play...we did that so well. "There was a special atmosphere inside our stadium. It makes such a difference. We've been waiting a few years to get into this position and we're certainly going to enjoy it [the final]."Arteta and the Arsenal squad will now await the winners of the second semi-final between Manchester City and Newcastle United. Pep Guardiola's side hold a strong advantage after a 2-0 victory at St James' Park in mid-January and will hope to finish the job on Wednesday night. The Carabao Cup final is then due to be played on Sunday, March 22.