Chelsea manager Jose Mourinho admitted he had to gag himself or risk a ban after Diego Costa was suspended by the Football Association.
The striker was handed a three-match ban for violent conduct following his clash with Arsenal's Laurent Koscielny on Saturday.
Costa had denied an FA charge over the incident, not seen by referee Mike Dean, in which he appeared to twice raise his hands to Gunners defender Koscielny in the 2-0 win.
BECOME A WRITER
Do you have what it takes? Sign up today and send over your 250 word test article: http://gms.to/haveyoursay3
Earlier on Tuesday, Arsenal defender Gabriel won an appeal against his red card for confronting Costa after the initial incident.
Chelsea have stated they are "extremely disappointed" and, after Tuesday's 4-1 Capital One Cup win over Walsall, a clearly unhappy Mourinho refused to land himself in trouble.
He said: "If I bring examples, if I go deep and if I bring feelings into the discussion, a big suspension will be waiting for me and I don't want that.
"The team doesn't need that. The team lost an important player for three matches and I don't think they need to lose their manager.
"Every time you lose a player it's not good for the team. It's easier to accept an injury but this kind of situation goes much more deeper in feelings and the team is hurt.
"But now we know something, that retaliation is allowed now. No problem, you can do it."
Ramires, Loic Remy, Kenedy and Pedro scored as cup holders Chelsea eased into the fourth round at the Banks's Stadium.
James O'Connor made it 2-1 in first-half stoppage-time and Mourinho admitted he was worried Walsall could spark an unlikely comeback.
He added: "We were not here to throw away a competition. When you start the season with bad results like we did you cannot lose against a League One team.
"I am always worried with these teams with great belief."
Walsall were missing seven-goal top scorer Tom Bradshaw, sidelined with a groin problem, with boss Dean Smith admitting he could not risk the striker.
He said: "I had to pull him out of it, I didn't want to risk it. I risked it at Wembley (in the Johnstone's Paint Trophy final) and lost him for a month and we can't afford to do that in the position we are in the league. Hopefully he will be fit for Saturday.
"The team talk was 'we're not here to try not to lose, we're here to try and win'. They make it very difficult for you and they protect their back four very well, we gave it a go and we're disappointed with the scoreline a little bit. Maybe 4-1 flattered them a bit."