What a difference from last season when Jose Mourinho's star-studded squad won its first nine on the way to its second league title in a row. Instead of enjoying another Blues cruise, they are getting used to losing.
While one of its biggest rivals, Manchester United, has started the campaign with 5-1 and 3-0 victories to stand two points clear at the top of the league, the Blues are nursing psychological bruises after throwing away a lead and losing 2-1 at Middlesbrough on Wednesday.
Chelsea's surprise loss was its third Premier League defeat in four games, taking into account the final two matches of last season. It also lost 2-1 to Liverpool two weeks ago in the preseason Community Shield game.
On Sunday, the Blues go to Blackburn - where they lost 1-0 in their next to last game of the previous season - and Chelsea's confidence will have been hit by Wednesday's defeat at the Riverside stadium.
Mourinho, who has a reputation for finding excuses for his team's defeats, admitted his players had only themselves to blame this time.
"I am not disappointed. I am disappointed when I deserve to win and do not win. That is when I am disappointed. When I do not win but do not deserve to win, I am not disappointed," he said.
"We cannot blame referees, we cannot blame the opponents, we cannot blame bad luck. We have to blame our own performance. That is why I am not disappointed."
He was unhappy, however, with the team's capitulation by conceding two goals in the last 10 minutes.
"For me, it was the attitude. When the team can play from minute 80 to minute 90 like they did, changing completely the way of the game, putting a lot of pressure on the opponent and almost winning the game again, it's because you are able to do it.
"Before that, we were just on the pitch watching Middlesbrough play and reacting and waiting for the last whistle. But football is 90 minutes, it's not 75 or 80."
Contrast that with the optimism of veteran Manchester United manager Alex Ferguson, whose team goes to promoted Watford on Saturday with six points from two games.
Although he admitted nothing is decided after two games, he was thrilled by the form shown by his forwards, who are getting used to the departure of Ruud van Nistelrooy to Real Madrid. They also didn't have the suspended Wayne Rooney and Paul Scholes who are also banned for the next two games.
"The advantage is that Chelsea have lost," he said. "But, after just two games, you cannot talk about winning the league yet. Of course we have the will to do it, we have the players to do it and without question we have the spirit in the camp to do it.
"There is a lot of maturity there now with players like Cristiano Ronaldo, Darren Fletcher and Park Ji-sung growing up."
Chelsea's other two traditional rivals, Arsenal and Liverpool, are already a game behind after playing Champions League qualifying matches instead of league games. Both of them started with draws and hope to post their first victories on Saturday, Liverpool at home to West Ham and the Gunners at Manchester City.
Arsenal cruised into the group stage of the Champions League with back-to-back victories over Dinamo Zagreb while Liverpool tied 1-1 with Maccabi Haifa on Tuesday after a 2-1 victory at home to join the Gunners in the draw.
But Liverpool manager Rafa Benitez has a growing injury list with Momo Sissoko and Stephen Warnock limping off on Tuesday to join Harry Kewell, Jamie Carragher, John Arne Riise on the sidelines.
Saturday's other games are Charlton-Bolton; Fulham-Sheffield United; Tottenham-Everton; Wigan-Reading. As well as Blackburn-Chelsea on Sunday, there's Aston Villa-Newcastle and, on Monday, Middlesbrough hosts second place Portsmouth, the AP reports.
The two leaders in the League Championship, Birmingham and Cardiff , meet on Saturday. They had identical records from three victories and a draw, even down to goal differences of 5-2.