The 3-0 win saw Chelsea reach the round of 16 where they will meet Benfica on Saturday.
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Delap said: "We knew we had to win tonight to get through, and we’re pleased to get the job done. It’s a really happy feeling (to score) and hopefully it’s the first of many. I love playing football and to play for such a good team is a great feeling."
Delap's goal was created by Enzo Fernandez and he continued: "I spoke to Enzo and he told me that when he gets the ball that I should run, and it was a great pass, and luckily it went in."
On Benfica, Delap added: "We’ve just got to prepare over the next few days. Everyone will come out fighting, and hopefully we’ll progress."