Delap was a second-half substitute as Chelsea won 2-0 thanks to goals from Enzo Fernandez and Pedro Neto.
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He told DAZN afterwards: "It’s a really happy feeling for me. I’m so excited to be here and to play my first game, and be able to contribute is a good feeling.
"The team have welcomed me really well. I have only had a few sessions here but I am excited for more. It is good to help the team but I want to score some as well."
He added: "It is always good to have competition, this is football. It is an incredible club and it is always going to be incredibly hard but you have to thrive off the competition."