The Blues, having gone a goal down, turned in an emphatic performance at Anfield to record a 3-1 first leg quarter-final triumph.
Drogba, who netted Chelsea's third goal, was delighted with the display but remains wary ahead of next week's return leg at Stamford Bridge.
He exclusively told skysports.com: "It was a fantastic game and win from us, we came here and played very, very well.
"Not many teams would have coped with us. Liverpool beat us twice this season, but we showed to the world we are not finished yet.
"The second game will be hard for both teams, we know what to do at The Bridge, we took an advantage but it is not finished yet."
He added: "We will take things game by game and see. My ankle feels fine, we have a very big game Saturday Bolton on Saturday. Most games are now cup finals, we did a good job tonight."