They are aiming to succeed where all have failed since 1990. To defend a European crown has proved impossible in the Champions League era. Great teams like the Juventus machine of the mid-1990s, the Real Madrid of the turn of the millennium and Guardiola-era Barcelona all fell short. The portents for Chelsea do not look good even after an evening when a new star was born.
Perhaps the holders were too keen to enjoy their time at the head of the table of the European game. As the teams were bellowed out by Stamford Bridge's boisterous announcer, all save for Oscar were prefixed with the label "European champion". Oscar would have to make do with being announced as a plain old "Olympic medallist" but he would soon display the talent to perhaps one day surpass his team-mates.
His name has prize-winning connotations. His talent had been given exalted advance notice. His first Chelsea start supplied a moment of sheer class.
When Chelsea added Oscar for £25 million to their squad having already lavished £32 million on Eden Hazard, it looked like an extravagance. His two-goal salvo signalled why such an opportunity could not have been let slip by. Sometimes, a player's gifts are such that space just has to be made for them. Hazard was shunted to the left wing, where he was too often lax in stopping the overlaps of Juve wing-back Stephan Lichsteiner. Oscar was granted a centre stage behind Fernando Torres from which he flourished.
The first goal owed plenty to fortune when his shot was deflected past a stranded and disarmed Gianluigi Buffon. The second announced him as a new hero. His turn away from two Juve defenders may have owed something to a lucky run of the ball, but the next incendiary touch was to smash the ball over Buffon and into the net. When he eventually left the field with 15 minutes to go, having taken a nasty rap to the shin, he did so to a standing ovation.
"It was the right moment for him to start the game," enthused Roberto Di Matteo, as much as Roberto Di Matteo enthuses about anything. "We need a bit more time to work with him. It's great to see we have a player like that in our ranks."
It had been a winning performance from Oscar yet his team-mates eventually squandered the position he had placed them in. Arturo Vidal's swivel and shot halved the lead five minutes after Oscar's 33rd-minute wonder strike. Chelsea's attacking zeal had come at a cost. Defensively, they never looked solid.
John Terry, despite his protestations to the contrary, still has a point to prove in this competition and the second goal owed much to his slow reaction to John Obi Mikel's slack pass. Terry was flat-footed as Fabio Quagliarella burst on to Claudio Marchisio's threaded ball. Quagliarella's finish was calm but he had enjoyed way too much time to deliver it.
"There was no pressure on the ball," said Di Matteo. "We should have reacted much quicker."
By the time of their equaliser, Juventus already owned affairs in midfield. Pirlo, his neat beard making him look even more like an Italian nobleman from the Renaissance era than he did at Euro 2012, had been allowed to exert his metronomic influence, ably supported in creation by Vidal and Marchisio.
Juve's 3-5-2 formation would have been familiar to those veterans of the Hoddle, Gullit and Vialli eras at Chelsea, but it proved troublesome for their present team. Di Matteo, a one-time stand-in now given his head on a quasi-permanent basis, found his team out-thought throughout the second half by that of Massimo Carrera, Juve's assistant coach, manning the dug-out in the absence of the exiled Antonio Conte.
The Juve icon was somewhere in the Bridge, presumably with mobile phone in hand, but his stand-in's team were admirable in their fight to achieve parity. Conte's concluding text message should be one of satisfaction; his team could very well have won the game on the balance of chances created and possession enjoyed.
At times, Chelsea were made to look naive; a strange label to attach to defending champions. Despite the triumphs of Munich and Wembley, there have been whispers of dissatisfaction among a section of Chelsea supporters with Di Matteo, with tactics at the heart of the dissent.
That may seem the behaviour of a spoiled group of fans but is perhaps a result of the culture of nu-Chelsea. So many managers have been and gone since 2003 that any manager or coach is hardly set for a long tenure at Stamford Bridge, even one who achieved Roman Abramovich's heart's desire. The spectre of Pep Guardiola is lurking, and though there is no guarantee he will end his break by choosing Chelsea, there is a stick to beat Di Matteo with until the Catalan does make his decision.
No longer available to the fans who still adore him, thousands of miles away in China, Didier Drogba's role these days is confined to the vast video screens at the corner of the field, his sliding in of the winning penalty against Bayern Munich the champagne moment of 107 years of history. He was missed here, as Torres repeated the pallid form shown at Loftus Road at the weekend.
Whereas Chelsea's European title has been hailed as the moment that petrodollars finally paid off in football, Juventus are very much old money, a club back in the limelight after some shadowy years away from their usual spot at the top of Italian football's tree. Unbeaten all season in Serie A, and unbowed in West London, they ended the night in the ascendancy and much the happier.
The homecoming party for Europe's champions had announced a new star, but it had also thrown into doubt Chelsea's hopes of making further history.