Diego Simeone’s men were the underdogs coming into the match after only drawing 0-0 in the first leg at home.
Things got even worse after 36 minutes when former Atletico captain Fernando Torres gave Chelsea the lead, slotting home from César Azpilicueta square-ball.
However, the tie swung around just before the break when Adrian leveled from close-range, though the home defence will wonder how they allowed Jaunfran so much space before crossing.
The turnaround was complete on the hour-mark when Diego Costa netted from the spot after being fouled by Samuel Eto’o, who had just come on as a substitute.
And the result was finally sealed 12 minutes later when the influential Arda Turan slotted home, with his initial header having come back off the post.