So with this in mind, we thought we'd take a look back at some of the Blues' most notable runs in the competition.
5) Didier Drogba continues his ridiculous run of cup final goals with the winner over Arsenal
The 2006/07 season brings back contrasting feelings for Chelsea fans across the world, because despite missing out on a third successive Premier League title Jose Mourinho's men were able to take home both domestic cups with victories over Arsenal and Manchester United respectively.
Perhaps the most compelling narrative to come out of this season though was Didier Drogba's emergence as the man for the big occasion.
Drogba was a mainstay throughout Chelsea's title-winning campaigns, but he was still viewed by many as petulant, injury-prone and wasteful in front of goal. This all changed when the Ivorian netted 33 times in all competitions, including a brace against Arsenal in the last cup final to be held at the Millenium Stadium.
4) Diego Costa's Wembley redemption
Diego Costa's debut season at Chelsea could not have gone much better, the Spaniard scored 21 in all competitions times to secure a league and cup double for The Blues.
This didn't, however, stop him from becoming vilified by almost every rival fan across the country. His underhand antics often went unnoticed during the game, but despite never once being sent off Costa missed a combined five games through suspensions alone during his maiden season in England.
One such incident came in the second leg of Chelsea's League Cup semi-final against Liverpool. The Blues progressed to the final thanks to an extra-time winner from Branislav Ivanovic, but it was Costa's stamp on Martin Skrtel that drew all the headlines.
The striker was handed a three-game suspension for the incident but knew he'd be back in time to face Tottenham Hotspur in the final. Alas, Costa started and scored against Tottenham to complete his road to redemption.
3) Roberto Di Matteo comes back to haunt Middlesbrough again at Wembley
Roberto Di Matteo is widely remembered for guiding Chelsea to their first Champions League title in 2012. But it was his exploits as a player for The Blues that initially secured his legacy at the club.
Before the days of Drogba, Di Matteo was the original cup final king for Chelsea. The Italian netted in three successive finals at Wembley, with Middlesbrough unlucky enough to see him score against them on two separate occasions.
The second such time came during the 1998 League Cup final when Di Matteo finished from close range to double Chelsea's advantage in extra time. This came less than a year on from his superb opener against Middlesbrough during the 1997 FA Cup final and ensured the Blues continued their prolific streak in England's cup competitions during the late 1990s.
2) Chelsea beat Leicester City over two legs to become first London club to win the League Cup
The 1964/65 season is far more fondly remembered for Chelsea winning their first top-flight title. But nevertheless, Ted Drake's team were able to complete a campaign of many firsts by winning a maiden League Cup trophy with victory over Leicester City.
Over the course of two legs, Chelsea were able to overcome a Leicester team containing the likes of Gordon Banks thanks to a narrow 3-2 win in the first leg at Stamford Bridge. Goals from Bobby Tambling, Eddie McCreadie and captain Terry Venables ensured that a goalless draw at Filbert Street in the second-leg was enough to hand Chelsea the trophy and cap a historic season for the west Londoners.
1) Extra-time goals from Mateja Kezman and Didier Drogba hand Jose Mourinho his first trophy as Chelsea manager
Chelsea's meeting with Liverpool in the 2005 League Cup final appeared to have been decided by a solitary John Arne Risse strike in just the first minute of play. This was until club captain and later the hero of Istanbul Steven Gerrard scored past his own goalkeeper to take the game to extra time.
Now Drogba's reputation in cup finals may only have been cemented two years later but it was his goal against Liverpool that put Chelsea in the lead for the first time in the game. Mateja Kezman then finished in a similar fashion just minutes later to ensure Antonio Nunez' late strike counted for nothing more than a consolation.