Paris Saint-Germain travelled to Stamford Bridge with a 2-1 aggregate lead after Edinson Cavani scored a winner for the Ligue 1 side in the French capital last month.
Zlatan Ibrahimovic picked out Adrien Rabiot in the first half to make the breakthrough but Diego Costa completed an impressive Chelsea move to level before half-time.
But Laurent Blanc’s side secured a 3-2 aggregate lead and left Chelsea needing to score another three goals after Ibrahimovic’s close-range finish in the second half.
Chelsea are in tenth place in the Premier League table and 10 points behind fourth-placed Manchester City.
Former Manchester United captain Keane believes Chelsea have struggled this season, highlighting the poor form of their key players.
“Unfortunately Chelsea, considering how good they were last year, they look to have gone backwards,” Keane told ITV Sport.
“Big players didn’t turn up or they’re not in great form. John Terry was injured and Diego Costa got injured. Cesc Fabregas and Eden Hazard have seen a real loss of form.”
Chelsea make the trip Everton at Goodison Park on Saturday for the FA Cup quarter-final.
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