Chelsea had a first-half lead through Joao Pedro, but La Dea fought back after the break and struck through Gianluca Scamacca and Charles de Ketelaere.
De Roon said at the final whistle: "We're really happy of course, because Chelsea is one of the best and biggest teams in Europe... in the world. They're the world champion. We knew it would be a really difficult game.
"I think we gave it everything and we gain a really big result for us! We're on 13 points, that's amazing. It's not done, but we're in a good position and we have to say to ourselves that it's important to play always like this.
"We have a lot of quality, we know how to play. This was a really nice evening and we are going to celebrate a little bit tonight."
De Ketelaere also said: "I feel great. It's an amazing feeling, with the fans behind us, against the champions of the world. So, it's a very beautiful victory for us, for the the team, for the fans, and also for the classification in the Champions League.
"We were confident coming into the game, but we knew it was going to be very difficult. You saw also their great team, but I think we had an amazing game."