Of course, we all know what happened against Barcelona and they were absolutely fantastic there, despite being rank outsiders, especially in the second leg when they went down to 10 men.
And now they are facing Bayern Munich at their home stadium so once again it is clear who the favourites are and who the underdogs are.
But it certainly wouldn’t bother me if I were a Chelsea player.
I wouldn’t expect to walk into the Allianz Arena against the team who play there and be favourites – and they will be prepared to deal with that.
In fairness, Bayern have lost a left-back and a centre-half and and on paper they are not as strong as Barcelona or Real Madrid.
There is talk of midfielder Anatoliy Tymoshchuk playing at centre-half, so they have their own problems.
It’s not great that Branislav Ivanović and John Terry are suspended but Bayern have also lost two out of their back four.
Chelsea are going to have to play very well. Bayern are a very good attacking side with goals in them -but with the way they have played in the competition this year, anything is possible.
The strength of the Premier League means that you can’t guarantee that you are going to get Champions League football every season.
Everybody wants to be in the Champions League but there are only so many spots so some people are going to be left disappointed – Liverpool have missed out again but it didn’t stop them spending £120m last season.
I don’t expect it to stop Chelsea if they don’t win the Champions League final – and I don’t expect it to stop them appointing a new coach and trying to buy two, three or four class players and coming back stronger next year.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news