Bolton lost by the same scoreline in the Carling Cup at Stamford Bridge in midweek, but Megson insists it was an improved performance on Saturday.
“I think the way we have competed and gone about the game was much better than on Wednesday night,” he told Sky Sports.
“We are bitterly disappointed that we have been beaten and it’s ended up 4-0.
“The manner (of defeat) was the complete opposite.”
