There were also "sporadic incidents of disorder" at two London railway stations, police said, and they were called to investigate reports of fans causing criminal damage at the match venue in the suburb of Kingston.
"Those involved were identified and when they attended the Kingsmeadow stadium this evening they were stopped," the Metropolitan Police said in a statement to the BBC.
"A coach they travelled in was searched and weapons, including knives and knuckle dusters, were recovered along with Class A drugs."
One man was arrested for drug possession and the rest escorted from the area.
Chelsea won the quarter-final first-leg match 2-0.
