Now it seems that chief executive has spoken to just about everyone else and is not much further forward from when they ungracefully sacked Avram Grant last week.
Russia boss Guus Hiddink has ruled himself out of the job saying he is staying with the Russian national team until 2010.
It's possible that John Terry can act as player/manager until then - he seemed have done a good job in keeping the boys in check this season anyhow.
Other names include Carlo Ancelotti but AC Milan have refused Kenyon the chance to talk to him about the vacant position.
"Chelsea asked for our permission and naturally everything stopped there," Milan vice-president Adriano Galliani told the Serie A club's website.
"He and another Italian coach were at the top of Chelsea's list."
So who was the other coach?
Well it seems that Roberto Mancini is that man and since he was sacked by Inter Milan - at least he is available. That's always a good position to be in.
Others who are in the frame are Portugal boss Luiz Felipe Scolari but he says Chelsea have not been in touch.
The outsiders at the moment are Marcello Lippi but it appears he's already ruled himself out of the job.
Jurgen Kinsmann was an early candidate but he's already going to Bayern Munich.
Rank outsiders are Mark Hughes, currently sunbathing in Dubai and Sven- Goran Eriksson.
My money is on Mibbles and Ruudboy duo.
The debacle continues......