Chelsea won 1-0 thanks to Joao Pedro's first-half winner.
Caicedo was outstanding on the day and later said: "It means a lot.
"The spirit from the team was amazing so we need to keep showing that every match, because to win games we need this spirit.
"Everybody was focused on the game and it was so important to win this game.
"It’s a derby so we always need to fight. They fought and we fought also. It was a battle out there, so the team showed a very good attitude to win this game. That was very important."
On being man-of-the-match, Caicedo continued: "As I always say, I always try to help the team. I try to always do my best.
"I think I need to show my best in these kinds of games, because my role is very important when we play against big teams. So I did my best to help the team.
"This award is for my team-mates and my family, because my family are always with me, supporting me. So it’s for them."