Lauren James hit a stunning long-range goal to halve the deficit early in the second half, before Alessia Russo finished off a devastating counter-attack to restore Arsenal’s two-goal cushion.
Sonia Bompastor’s Blues have it all to do in the second-leg, then, but may not be high on confidence after a tricky weekend outing, where they edged Aston Villa in a seven-goal thriller at Kingsmeadow.
Arsenal, meanwhile, trounced Tottenham 5-2 in the north London derby, during which Russo continued her fine form with a 27-minute hat-trick.
That takes her tally to five goals in her last three appearances, a run she will be keen to extend as she looks to heap yet more misery on Chelsea, who are in the midst of a grim campaign.
How to watch Arsenal vs Chelsea for FREE
TV channel: In the UK, the game will be televised live on BBC 2, with coverage starting at 7.30pm GMT ahead of an 8pm kick-off.
Live stream: Those with a valid TV license can also catch the contest live online via the iPlayer app and website.
Live coverage: You can follow all the action via Standard Sport’s live blog, with expert insight and analysis from Arthur Ferridge at Stamford Bridge.