Caicedo broke the deadlock on 78 minutes to earn the 1-0 win at Stamford Bridge.
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Named man-of-the-match for the night, Caicedo said: "It was a very important goal for the team.
"I’m just so happy we could win this game. It was so tough, but the team was good. I don’t score headers often, but tonight was the night. I’m so happy to score.
"It was difficult to break them down, but we needed to control the game, and we did that really well, so that was important for us."
Of his own form, Caicedo also said: "A lot of people tell me I’m a leader.
"I don’t talk too much in the dressing room, but I like to show on the pitch or in training every day. That’s important. We are working every day really hard because we need to be better every game."