Karim Benzema spared Real Madrid but Christian Pulisic's away goal gave Chelsea the advantage after their UEFA Champions League semi-final first leg ended 1-1 at Estadio Alfredo Di Stefano.
Zinedine Zidane's side were guilty of a sluggish start in Valdebebas and, although they managed to restore parity, rarely did Los Blancos look likely to take a win to Stamford Bridge.
Chelsea were good value for their 14th-minute lead as Pulisic added the finish to fine individual work, though Benzema – arguably Madrid's only threatening player in the match – netted to draw level with Raul as the joint-fourth leading scorer in the Champions League with 71.
A significantly cagier second period followed and Madrid were even less of a danger to Edouard Mendy's goal, while Chelsea largely seemed content to settle for their away-goal advantage.
Madrid looked to be in for a long night amid a rocky start that almost saw them fall behind after just 10 minutes, as Timo Werner inexplicably shot straight at Thibaut Courtois from close range.
The visitors did not have to wait much longer for another chance, however, and Pulisic took full advantage as he raced on to Antonio Rudiger's long pass, coolly evaded Courtois and then shot between two defenders on the line.
But a few moments after hitting the post from distance, Benzema brought Madrid level in the 29th minute with an emphatic volley roughly six yards from goal following a lovely first touch with his head.
The tempo of the match changed considerably in the second period, however, with neither side much of a threat to the opposing goal.
A triple change by Chelsea just past the hour seemed to increase their control over Madrid, who themselves brought on former Stamford Bridge favourite Eden Hazard.
The final chance fell to Madrid in the 89th minute but Varane's deflected header went just wide, meaning Zidane's men will need to score in London next week.