Here, Press Association Sport looks at their route to the final.
PAOK Salonika 0 Chelsea 1 (Europa League group stage, September 20, 2018)
Willian struck early from a Ross Barkley lay-off to get Chelsea's campaign in Group L off to a winning start in Greece.
Chelsea 1 MOL Vidi 0 (Europa League group stage, October 4, 2018)
Alvaro Morata scored the only goal after 70 minutes as the Blues finally wore down the stubborn Hungarian champions.
Chelsea 3 BATE Borisov 1 (Europa League group stage, October 25, 2018)
Ruben Loftus-Cheek scored a superb hat-trick – his opening two goals coming in the first eight minutes – as Maurizio Sarri's side cruised to victory.
BATE Borisov 0 Chelsea 1 (Europa League group stage, November 8, 2018)
Chelsea secured their place in the knockout stages as Olivier Giroud scored his first goal in six months early in the second half in Belarus.
Chelsea 4 PAOK Salonika 0 (Europa League group stage, November 29, 2018)
Giroud grabbed two in the first half and Callum Hudson-Odoi and Morata netted after the break in a convincing victory over PAOK, who had Yevhen Khacheridi sent off in the seventh minute.
MOL Vidi 2 Chelsea 2 (Europa League group stage, December 13, 2018)
Chelsea, who made 10 changes for what was a dead rubber, came from behind to claim a draw with an equaliser from Giroud, Willian having earlier opened the scoring.
Malmo 1 Chelsea 2 (Europa League round of 32 first leg, February 14, 2019)
Goals from Barkley and Giroud put Chelsea in control but a late reply from Anders Christiansen gave the Swedish side hope ahead of the second leg.
Chelsea 3 Malmo 0 (Europa League round of 32 first leg, February 21, 2019)
After a slow start, Chelsea wrapped up a 5-1 aggregate win with second-half strikes from Giroud, Barkley and Hudson-Odoi while Malmo finished with 10 men after the dismissal of Rasmus Bengtsson.
Chelsea 3 Dynamo Kiev 0 (Europa League round of 16 first leg, March 7, 2019)
Chelsea put one foot in the last eight with a comfortable win at Stamford Bridge, the goals coming from Pedro, Willian and Hudson-Odoi.
Dynamo Kiev 0 Chelsea 5 (Europa League round of 16 second leg, March 14, 2019)
Giroud hit a hat-trick and further goals came from Marcos Alonso and Hudson-Odoi as Chelsea powered through 8-0 on aggregate.
Slavia Prague 0 Chelsea 1 (Europa League quarter-final first leg, April 11, 2019)
Alonso struck four minutes from time as Chelsea snatched the advantage after a tough encounter in the Czech Republic.
Chelsea 4 Slavia Prague 3 (Europa League quarter-final second leg, April 18, 2019)
Chelsea struck four times in the first 27 minutes to seemingly put the tie to bed with a Pedro double, a Giroud effort and an own goal. Two stunning Petr Sevcik strikes after the break, adding to Tomas Soucek's earlier header, made for a nervy finish but the Blues prevailed 5-3 on aggregate.
Eintracht Frankfurt 1 Chelsea 1 (Europa League semi-final first leg, May 2, 2019)
Pedro scored the equaliser as Chelsea replied to Luka Jovic's strike to claim a draw in Germany.
Chelsea 1 Eintracht Frankfurt 1 (Europa League semi-final second leg, May 9, 2019)
*Chelsea won tie 4-3 on penalties.
Chelsea needed penalties to reach the final after Jovic cancelled out a Loftus-Cheek goal. Eden Hazard scored the decisive spot-kick in what could have been his final appearance at Stamford Bridge after Kepa Arrizabalaga made two saves.