The Blues comfortably 4-0, with Pedro Neto netting a hat-trick.
Delap also had the chance to score, but after hitting the cross-bar, he failed to tap home, instead prematurely celebrating believing the ball had bounced over the goalline.
He said at the final whistle: "I swear, I almost ran off, I thought it was in.
"Obviously I was stupid, I should have just put it in but these things happen and I'll learn from it for next time. I thought it went in and was waiting for the referee to blow his whistle. It was silly from me but I thought it was in."
Delap did create two of the four goals on the night and also said: “We showed we can battle and also play some good football, so we are happy.
"Pedro Neto is an incredible player. He is playing in a position he is not even used to but he showed his quality."