The Blues were demoted to Europe’s second tier competition following a fifth-placed finish in the Premier League last season.
Chelsea FC won the Europa League in 2013 following a 2-1 win over Benfica in Amsterdam under Rafael Benitez.
The west London side have made a brilliant start to the Premier League season following five successive victories.
Chelsea FC came from behind to ease to a 4-1 win over Cardiff City in the Premier League at Stamford Bridge.
PAOK have a good record against English clubs at home in Greece following victories over Arsenal and Tottenham Hotspur.
Former Blues winger Nevin warned Chelsea FC about the perils of underestimating the Greek side ahead of their Europa League opener.
“This might actually be the hardest game in the group stage of the Europa League for us, so it would be great to get the right result on Thursday,” Nevin told Chelsea FC’s website.
“It also helps the psychology of those who aren’t starting every week in the Premier League. Play well and get a win here and you know the manager will keep you at the forefront of his mind.”
Chelsea FC are without a win in four European matches following their Champions League round of 16 exit to Barcelona last season.
Worryingly, the west London side have lost two of their last three away fixtures 3-0 in Uefa competitions.
The Blues have managed to beat Newcastle United, Arsenal, Huddersfield Town, Cardiff City and Bournemouth in the Premier League this term.
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