Inter had taken a third-minute lead through Diego Milito only for Kalou to level in the 51st minute.
Related ArticlesInter Milan 2 Chelsea 1Mourinho: I am lucky at Stamford BridgeChelsea blow as Petr Cech suffers calf injuryInter Milan v Chelsea: as it happenedChampions League actionCarlo Ancelotti: we should have had two penaltiesHowever, Esteban Cambiasso restored Inter's lead four minutes later to give Jose Mourinho's side a slight edge going into the return leg at Stamford Bridge on March 16.
It could have been so different, though, if Chelsea had been awarded a penalty minutes before the break.
Kalou appeared to be felled by Inter defender Walter Samuel but Spanish referee Manuel Gonzalez refused Chelsea's appeals for a spot-kick.
The official was surrounded by Chelsea players at the half-time whistle and Kalou is adamant it was a clear penalty.
"It was a penalty but the referee decided it wasn't so there is not a lot you can do about it," he said.
"I felt him touch my right leg but the referee told me that I did not have control of the ball any more when he touched me.
"But I was about to shoot and if he touched me on the back of the leg it should be a penalty or he should have booked me for diving."
Chelsea will still be wondering how they lost a match in which they were far superior in all departments.
The English club were boosted after the game when it was discovered that goalkeeper Petr Cech, stretchered off with what looked like a knee injury in the second-half, had in fact damaged his calf.
And Kalou believes his away goal could prove vital in the return leg in west London.
"It is a good feeling to have the away goal," said Kalou. "Now we have to work on that and try to score at the Bridge and not concede.
"Jose knew we were going to attack and keep the ball. But they scored at the right moments and that made the difference. We knew could control the game but we knew they could be dangerous on the break and that is what happened."
Former Chelsea manager Mourinho believes his side will travel to his former stomping ground full of confidence, but admits it will be an emotional return.
"We can go there with a legitimate ambition to go through," said Mourinho.
"At Stamford Bridge, I don't expect anything other than people to be glad to have me back as we worked so well together.
"This time I will go back to a different dressing room, a different dugout but I know normally Mourinho is lucky at Stamford Bridge."