The Terriers lost 3-1 at home to the reigning champions on Tuesday night.
In truth, Town were rarely in the contest until the late flurry of chances that was capped in stoppage time by a goal for Laurent Depoitre.
Hadergjonaj created the Belgian’s third goal of the season with an exquisite cross and the full-back believes it can only help the attempts to end the club’s long wait for an away goal on Saturday at Watford.
“It was a very hard and tough game,” said the 23-year-old, a loan signing from Ingolstadt 04 last summer.
“We knew Chelsea would come here and want to win. We saw their starting XI and it was very strong.
“I do think their first two goals were very easy.
“We made it too easy for Chelsea and you can’t do that at this level.
“We did, though, show character in the end. We did not let in the goals we did against Tottenham and Arsenal. Instead, we finished strongly.
“To the end, we kept going and got the goal.
“It showed character against a very good team. It was important to finish on a positive.
“We can take that into Watford. To score against Chelsea is not an easy thing and we need to build on that.
“It can give us confidence to take into two away games because Chelsea are a very good team.
“Like the games against Manchester City and Arsenal, two very tough opponents. Chelsea are the same.
“We knew we had only a small chance. And that was because we were at home. Chelsea had lost last week but you saw they are a good quality team.
“They have three very quick strikers who are all technical players.
“It is hard to say who are the best team.”
Town head to Vicarage Road this weekend determined to avoid setting an unwanted club record.
The 2-0 defeat at Everton earlier this month was the seventh consecutive game on the road when David Wagner’s men have failed to score.
Only once before have Huddersfield gone so long without finding the net away from their own town, back in 1988 during a six-month spell spread across two seasons.
Hadergjonaj, after impressing off the bench against the Blues, will be hoping to earn a start against the Hornets.
“I am enjoying the Premier League,” added the Swiss international. “Obviously, I do not want to lose like against Chelsea. The team results are the important thing for me.
“But I was happy to get the assist at the end and to play more minutes on the pitch. That gives me confidence to go into the weekend.
“I was maybe surprised by the cross because it was my left foot. I was happy I was able to get my first assist.
“I came from the Bundesliga and that is a good competition. But I think the Premier League is harder.
“Here, there are six or seven top teams.
“That is not how it is in the Bundesliga, where there are maybe one or two. That makes it a big challenge.
“I like that because every weekend you have to fight for the points.
“That is the big difference with the Bundesliga.”