Ramires fired Chelsea into an 11th-minute lead at Wembley after a Jay Spearing mistake allowed the Brazilian through – and Didier Drogba doubled their advantage with a close-range finish seven minutes after half-time.
Dalglish’s men were spurred into life when substitute Andy Carroll smashed his effort into the roof of the net in the 64th minute.
And the Reds thought they had equalised soon after – but Carroll’s header was adjudged not to have crossed the line before Petr Cech clawed the ball clear as the Londoners held on to secure their third FA Cup triumph in four years.
“It’s a hard lesson,” Dalglish told Liverpool’s website. “The same group of players will be better for the experience they had there, and the experience they’ve had from the previous part of the season.
“We were excellent for the last half hour but the game lasts for 90 minutes.
“If you’re playing against the quality of Chelsea, you cannot give them a two-goal start and expect to give yourself an opportunity to get something from the game.
“I don’t think the first hour was a true reflection of the quality we had out there. Whether it was a lack of experience in the situation – maybe they just had more experience than us.”
The Liverpool boss admitted his side may have suffered from nerves at Wembley and pointed to the wealth of experienced players Chelsea have at their disposal.
He continued: “Maybe they were just a little bit nervous – a lot of them are just youngsters, or relatively young and inexperienced at this level.
“Chelsea are thoroughbreds, they’ve been through the course before. Maybe that was it.
“The way they finished the last half hour should give them the belief and confidence that they are better than they think they are.”
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news