The Blues are familiar with such an occasion having reached the same stage of the competition last season before losing out to Arsenal at the last hurdle, however, Antonio Conte will be eager to go one further this time around - although the Saints stand in their way this weekend.
Southampton will be making their second Wembley appearance in two terms, a rarity for the loyal fan base admittedly, having reached the League Cup final last year but manager Mark Hughes could make it three with victory over Chelsea on Sunday in this prestigious competition.
The Saints only hosted the Blues eight days ago in the Premier League; two goals up but Conte's men were able to claim the points with three goals in quick succession at St. Mary's.
Despite that, there is dramatically a lot more at stake than three points - the chance to play in the FA Cup Final and write themselves into footballing history for years to come.
Alonso the major absentee for Conte
At a crucial time of the season, Chelsea will be without one of their most influential players for such an important match-up.
Wing-back Marco Alonso was found guilty of stamping on Southampton's Shane Long last weekend and was subsequently handed a three-game ban.
Whilst midfielder Danny Drinkwater remains a major doubt for Chelsea's trip to Wembley and David Luiz is unlikely to feature again this season.
Hughes' fresh squad at disposal
Mark Hughes has admitted that the Southampton squad has no new injury concerns ahead of the side's appearance at Wembley, but there could be several changes.
The Saints played out a goalless draw at Leicester City on Thursday but the boss may very well freshen his starting eleven in the hope of progressing to the final stage of the FA Cup.
In what has been a fairly dismal campaign for Antonio Conte following his title win last year, the Italian is hoping he can regain some trust from the supporters with a win this weekend; ''A second final in a row would be great for our fans''.
The Blues have frustratingly struggled in the top-flight, as well as it looking unlikely they'll finish in a Champions League qualifying spot for next term.
''It's not my task to judge the season. I have to work and try to transfer my enthusiasm to the team," Conte also said.
As for Mark Hughes, he will look back on the midweek draw to Leicester City as a disappointing result considering Southampton's position in the league table; ''We need to make sure the physicality and athleticism is there against the top teams. We won't be making radical changes, but we need to use our resources in the best way we can''.
The Welshman also stated a win over Chelsea in the FA Cup could propel the Saints into a great escape to survive the drop.
''We are trying to build some momentum and an FA Cup semi-final could be good for us with that in mind.''
Chelsea are no strangers to this stage of the competition but most fans around the country will be rooting for a cup upset and Southampton may use that to their advantage.