The Blues sealed a 2-1 first leg win in Denmark before Kiernan Dewsbury-Hall netted the only goal in a second leg home victory.
Enzo Maresca's team are the clear favourites to win UEFA's newest competition, given the players they have at their disposal.
They didn't even register Cole Palmer for the group stage, although he is now back in the fold for the knockout rounds.
But even without him, Chelsea won every game to finish at the very top of the pile.
After seeing off FC Copenhagen at Stamford Bridge, they know who their next opponents will be.
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Who will Chelsea face?
Chelsea will meet Legia Warszawa in the quarter-finals of the UEFA Conference League.
Molde won the first leg 3-2 but Legia beat them 1-0 Thursday night to send it to extra-time, where they scored the crucial winner to seal a 4-3 aggregate victory.
Chelsea will feel they're on the more favourable side of the draw as they are not able to meet Fiorentina or Real Betis until the final.
Fiorentina are two-time runners-up, while Betis are managed by the former Manchester City boss Manuel Pellegrini.
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Should they win their quarter-finals against NK Celje and Jagiellonia Bialystok respectively, they will meet in the semi-finals.
The victory will then advance to the showcase event at the Wroclaw Stadium in Poland on May 28 to potentially face Chelsea.
The Blues will certainly feel confident in their chances of overcoming Legia and reaching the final four.
Either Djurgardens IF Fotboll or SK Rapid Wien will meet them there if so.
Chelsea's Thursday night goalscorer Dewsbury-Hall spoke to TNT Sports on his side's ability to go all the way in the competition.
"Yeah, Chelsea has won the Champions League, the Europa League, it would be stupid of us to say we can't win this.
"It's not arrogant from us but we just know the quality that we have in the squad. Copenhagen are a good team but we are happy to be through."
Chelsea boss Maresca also said: "It's important to reach the quarter-finals.
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"Now the target is the next step which is the semi-finals. We deserved it over two legs.
"We changed and adjusted in the second half and we were much better. You need patience."