Given they now have to travel to London, Atletico's failure to win will understandably disappoint fans of the Rojiblancos. They were frustrated by Chelsea throughout at home but will also head away in the knowledge that any away goal puts them in a good position.
Therein will lie manager Jose Mourinho's regret. Chelsea were great at repelling Atletico without conceding major chances but offered next to no threat of their own.
To qualify for the final, barring a 0-0 draw and success on penalties, the Blues must now beat Atletico on home soil. Ultimately, neither side or manager will be happy with the situation they now find themselves in.
Chelsea will need to attack while Atletico are at their best on the counter. Beating Chelsea at Stamford Bridge, though, is no small task.
Chelsea give demonstration in defensive play
The positives for Chelsea and Mourinho to take from what is, ultimately, a decent away result against a very good Atletico side all come in defensive aspects.
Against a team with 74 La Liga goals to their name this campaign, Chelsea rarely looked threatened despite the loss of both goalkeeper Petr Cech and defender John Terry to injury over the course of the game.
Per ESPN FC's Miguel Delaney, Mourinho said of his defence post-match: "To stop them the way we did and without Schwarzer to be the man of the match I think was good. The team defended really well."
What Chelsea did to thwart Atletico is use a tactic that was also employed to good effect versus Manchester City earlier in the season, with a narrow back four and three deep-lying central midfielders limiting space in central areas.
Even wide midfielders Willian and Ramires, whose pace was supposed to be an asset on the counter, were very deep, and the Blues often presented a bank of five in front of their defence. Fernando Torres, meanwhile, was isolated up front.
Atletico may have had 25 shots on the night, per Whoscored, but only four found the target. The clear implication, then, is that the shooting opportunities were not of great quality, and it is true that Atletico were denied many clear-cut chances over the 90 minutes.
Chelsea's policy allowed Atletico the ball in wide areas, confident that the defence would deal with any balls crossed into the area.
Time after time, particularly late in the game, Atletico flung balls into the box only to see the cross headed away. Chelsea's defence has been brilliant this season, with Gary Cahill and John Terry both excellent as part of a line that is content to sit deep and repel danger.
As Squawka shows, Atletico found one of their own players with just 10 of 44 crosses made on the night. Chelsea, meanwhile, made 67 clearances, with many in and around their own penalty area.
While the fashion may have moved to high-lines and what is effectively high-risk defending by seeking to win the ball quickly high up the pitch, Chelsea are showing that the traditional methods can still be effective.
How Atletico can overcome Chelsea next time around
To bill both managers as "defensive" in mindset would be wrong. They are, though, both pragmatic in their approach and see not losing, as opposed to winning, as an important aspect of the game.
A similar 0-0 in the second leg, though, suits nobody. Penalties may not be the pot-luck scenario that some consistently state them to be, but they are by no means any manager's dream scenario.
Given their failure to score an away goal in Spain, the onus will therefore be on Mourinho's Chelsea to score. The longer the game remains scoreless, the more potentially devastating an Atletico goal would be. Chelsea have to be more adventurous.
With the likes of Eden Hazard, Oscar, Samuel Eto'o, Andre Schurrle and Branislav Ivanovic all to come into the side, the Blues' attacking ranks will be strengthened. Conversely, they will have to deal with Cech, Terry, Frank Lampard and John Obi Mikel sitting out the tie and weakening the side defensively.
It is likely, then, that Mourinho will turn to the David Luiz, Ramires and Oscar midfield combination that has served his side well in big games this season but will require a reshuffle in the back four.
For Atletico, patience will once more be key. The Madrid side have developed a fierce reputation for their counterattacking in league action this season and will be confident of getting on the scoresheet if they can draw Chelsea forward.
Ramires and David Luiz, as the game progresses, will be forced to push further forward and, in turn, so will the Chelsea defence to close the gaps between the lines. Given that neither Cahill nor likely partner Ivanovic are blessed with great pace, there could be space in behind to exploit.
As the deepest lying of the Atletico midfield, Mario Suarez will be key to any success and will need to repeat his excellent showing of Tuesday night. As his side toiled, Suarez kept a measure of control on the midfield battle.
With captain Gabi set to miss the tie through suspension, Suarez's role in picking up the ball and executing quick transitions will be key to building counterattacks.
The game is there to be won for both sides, but that will mean risking defeat in the process. Over the course of the first 90 minutes of the two-legged clash, that is something that neither manager has yet been prepared to do.