Atletico Madrid were left to rue three missed penalties over the two-legged tie as Chelsea progressed to the Women's Champions League round of 16 following a 1-1 draw in Monza.
In almost identical fashion to the first leg, Chelsea's Maren Mjelde broke the deadlock from the penalty spot, this time less than two minutes after Atletico's Toni Duggan had fired a spot-kick against the crossbar.
The home side did manage to pull a goal back, but Emelyne Laurent's curled effort in added time could not change the outcome of the match.