As expected, Guus Hiddink fielded his strongest possible line-up despite being just days away from a key Champions League tie against Juventus.
And it looked very easy for the West Londoners as Coventry's defence gifted them a first-half lead.
Chris Coleman's side, bidding to reach the semi-finals for the first time since they won the competition 22 years ago, looked almost in awe of their opponents in the opening minutes and it cost them dear.
Centre-halves Scott Dann and Ben Turner both failed to deal with a forward pass, allowing Didier Drogba to take the ball into the area. He rounded Keiren Westwood and scored with a left-foot shot from a tight angle.
The goal had certainly been coming. Drogba had fired wide in only the second minute before Michael Ballack also failed to hit the back of the net.
The goal seemed to spur the home side into action and they began to up their work-rate. Leon Best, still wearing his protective mask, was the one man who looked capable of causing Chelsea problems.
In one run he managed to shake off both Alex and John Terry, but then, at the most important moment, lifted the ball yards over the bar.
Westwood underlined his potential by producing a highly impressive save ten minutes before the interval when he managed to reach a dipping Frank Lampard free-kick.
The Championship side did step up the pace slightly after the break but never looked capable of unseating the visitors.
Their biggest threat came through the long throw of Aron Gunnarsson - but it also proved to be their undoing.
In the 72nd minute, Chelsea broke at pace and sub Ricardo Quaresma crossed for Alex to turn the ball into an empty net.
That was it bar the shouting and Chelsea looked able to step up a gear at any time.
Coventry had half-hearted appeals for a penalty when Terry clashed with Best but Steve Bennett, who had refereed the game very well, waved away the claims.