The Danes, happy to sit behind the ball, had one scoring opportunity in each half and accepted the second one 10 minutes from time. The substitute Tdi Jonsson pulled back a cross, Dennis Wise, slipping on the greasy surface, failed to clear and Bjarne Goldbaek beat Ed de Goey.
Three of the four minutes added for stoppages had been played before Marcel Desailly, moving forward from the back in a last fling, drove in off a post. Even a draw was a freak result, which need not deprive the holders of their trophy as long as Gianluca Vialli picks the right team for the second leg.
Chelsea's line-up was as unpredictable as ever, though there are signs that Vialli is easing off on his much-criticised policy of squad rotation. Despite having picked himself and Tore Andre Flo as strikers in the previous two European matches, he left the attack of Brian Laudrup, Pierluigi Casiraghi and Gianfranco Zola unchanged from Saturday's Premiership game against Charlton.
There were only two changes in all with Graeme Le Saux - suspended from domestic games - returning at left-back for Celestine Babayaro and Wise coming back into midfield, Desailly moving into the back four alongside Franck Leboeuf.
Laudrup flitted between all three front positions, though it was difficult to avoid the conclusion that the team's interests were best served when he stayed wide on the right, offering the width that Roberto Di Matteo does not naturally provide on that side.
Zola looked the most likely source of an early goal, starting in the third minute with an inswinging cross from the right that Thomas Rytter almost diverted into his own net. Then, After a brief lull Zola tested the goalkeeper, Michael Stensgaard, with a 25-yard free-kick and then a well-struck corner that necessitated a punch clear.
Stensgaard was fortunate to escape after sending a poor clearance straight to Zola 30 yards out. The little Italian quickly supplied Casiraghi, who shot weakly. A more powerful effort from Casiraghi almost brought his second goal of the season.
When the goalkeeper was finally beaten, in the 34th minute, there was still no tangible reward for Chelsea. Zola played a deft one-two with Di Matteo and shot right-footed, the ball rebounding from the post. Gustavo Poyet, forced to shoot with his right foot, could not pass Stensgaard, and nor could Casiraghi, fed by Laudrup.
The ball did occasionally move in the opposite direction, most notably midway through the first half, in a move which should, absurdly, have put Copenhagen in front. Niclas Jensen got far enough forward to cross and David Nielsen, the lone, dread-locked striker, stole in behind Leboeuf to clip the outside of a post.
As in the previous round, there were rows of empty seats. It was all in sharp contrast to Wembley the previous evening, where Arsenal's imaginative and generous pricing policy had ensured a full-house of more than 70,000, with atmosphere to match.
Last night's crowd included approximately 600 Danish fans, who may have broken new ground by attracting a public rebuke for chanting abuse at Chelsea's mascot - in English.
The Danish contingent continued their impressive vocal backing, even when finally forced to sit down on thir rain sodden seats, but for their players there was only 15 minutes of respite.
Once more it was Zola who started things off, another smart pass just outside the penalty area setting up a low shot held by Stensgaard. Then a post shook again, from Poyet's shot after a Le Saux cross had been knocked down into his path.
The home supporters had meanwhile begun chanting for Flo. Their wish was granted with a double substitution in which Flo and Dan Petrescu replaced Casiraghi and the right-back, Albert Ferrer.
Alas it was Flo, after Goldbaek had administered his shock to the Chelsea system, who wasted what appeared to be the last chance of the night, heading Le Saux's cross wide. But Desailly saved everybody's face and that unbeaten record.
Chelsea (4-3-3): De Goey; Ferrer (Petrescu, 68), Leboeuf, Desailly, Le Saux; Di Matteo, Wise, Poyet; Laudrup, Casiraghi (Flo, 68), Zola. Substitutes not used: Babayaro, Duberry, Lambourde, Morris, Hitchcock (gk).
FC Copenhagen (3-6-1): Stensgaard; M Nielsen, Haren, Rytter (Madsen, 64); Goldbaek, L Nielsen, Hemmingsen, Jensen, P Nielsen, Thorninger (Jnsson, 73); D Nielsen (Falch, 83). Substitutes not used: Martin, C Nielsen, Larsen, Zaza (gk).
Referee: M Tokat (Turkey).Reuse content