It was a record crowd as former Melbourne City W-League coach Joe Montemurro became the first Australian to coach at Wembley.

While it wasn't the result he was looking for, he is proud of the achievements he has made since coming to London 10 weeks ago.

“They are a powerful team, a strong team and they have quality players who are used to playing on the big stage,” Montemurro told the Daily Telegraph. 

“But in the ten weeks I’ve been here, we have reached two cup finals and I’m very proud of that.

“We’ve lost this one and won the other, we still have some work to do, but the more we play these big games the more we will learn,” he said.

The Gunners were looking to claim their record 15th FA Cup trophy and second domestic trophy of the season after lifting Continental Cup in March.

The game sparked into action just after halftime as Chelsea took the lead through Ramona Bachmann and she doubled their lead soon after.

Dutch forward Vivianne Miedema's low finish gave Arsenal hope they could come from behind but Fran Kirby's strike restored Chelsea's two-goal lead.

Arsenal returns their focus back to the final home game of the season against ladder leaders Manchester City in the Women's Super League (FA WSL 1).