Chelsea forward missed a couple of great chances during the game, hitting the bar once.
Marcos Alonso also hit the post in the dying seconds of the game.
Eden believes Blues were exceptionally unlucky but have to go on and do better next time.
“We just missed the shot on the goal, that is it. We hit the woodwork twice, their goalkeeper made some great saves, we were unlucky, but I keep the positives in our heads and now we move forward and try to win game after game.
“We knew it before that in the Premier League there is no easy game. Every game is hard and when you are unlucky you can lose. They [Leicester] have the players.
Vardy scored and he is a fantastic striker, their goalkeeper is a fantastic goalkeeper so they know what to do.
We should do better but at the end, they have three points and we have zero. We just need to look forward.
“We lost against Wolverhampton and we responded in a good way [by beating Man City] so we know what to do.”