Chelsea goalkeeper Hilario has admitted the players must conquer their penalty shoot-out jinx or they will keep missing out on winning major trophies.
Carlo Ancelotti's side lost their Carling Cup quarter-final tie with Blackburn 4-3 on spot-kicks after Paulo Ferreira struck in the last minute of extra time to level the scores at 3-3.
It is the fifth time in the last four years that Chelsea have been beaten in a cup competition on penalties, after the Champions League Final in 2008, the semi-final in 2007 and two other occasions in the League Cup.
They did get the better of Manchester United in the Community Shield four months ago but Hilario believes their defeat by Blackburn revealed they are still weak when it comes to scoring from 12 yards.
The Portuguese keeper, who started instead of Petr Cech, said: "Is it a problem? It is a reality and something we need to deal with.
"It's always a lottery but the luck is not with us. If we get in another one we have to be positive and believe things will change.
"It's a moment you need to put together a lot of feelings. You need to be focused and relaxed. I understand after 120 minutes of hard work and rain, players don't think so well as when they are fresh. But it's something we need to deal with."
Gael Kakuta, who has already made the headlines for the wrong reasons this season due to Chelsea receiving a transfer ban from FIFA over the manner of his signing from Lens in 2007, missed the deciding kick.
Hilario said: "It's important for him to just think about the future and forget this. He likes to work hard and once he will be back in training today, I'm sure he will be okay."
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Arsenal were comprehensively beaten 3-0 at Manchester City last night. Goals from Carlos Tevez, Shaun-Wright-Phillips and Vladimir Weiss were enough to set up a semi-final meeting with neighbours United. The winners of the Manchester derby will face either Blackburn or Aston Villa in the final.
