Second-half strikes from Joe Cole and Salomon Kalou secured the win for Jose Mourinho's side.
Mark Hughes, who has won the competition as a player with both teams, made three changes following the 1-0 defeat to Bolton on Sunday. Stephane Henchoz was handed the first start of his second spell at the club in place of the injured Andre Ooijer, whilst Jay McEveley and Aaron Mokoena replaced midfield duo Robbie Savage and Tugay.
Chelsea made five changes following their 2-1 victory over Portsmouth at the weekend, with Geremi, Khalid Boulahrouz, Claude Makelele, Joe Cole and Kalou all returning to the starting line-up.
On a wet and wild evening in Lancashire, both sides started positively, with the ball zipping across the surface from end to end.
With a minute on the clock, Shabani Nonda had the first attempt on goal for the home side - a tame shot across goal after a smart turn and run down the left.
Two minutes later and the visitors had a sight of goal of their own. Geremi supplied the cross from the right, but Kalou was just inches away from making contact with the ball.
After an early switch of flanks between the two Chelsea wingers, some of the visitors' best play started to come from Arjen Robben down the right.
On 11 minutes, the Dutchman's fierce shot from distance was fisted back out to him and after dancing into the area, Brad Friedel again saved well, narrowing down the angle and even preventing a corner.
As the half progressed, both keepers made smart saves with their legs - Henrique Hilario denying Nonda, after the Congolese captain had taken the ball beautifully on his chest, before Robben's inswinging corner picked out the unmarked Michael Essien at the back post, only for him to volley straight at Friedel.
Michael Ballack fired just wide of Friedel's left-hand post on 40 minutes, before the German midfielder almost presented Rovers with the opening goal. Following a foul on David Bentley, a trademark Morten Gamst Pedersen free-kick skipped wickedly up off the surface and Hilario had to be at his best to palm it on to the post and out for a corner.
Sergio Peter replaced Pedersen just four minutes into the second half, but as the home side looked for an early goal, Chelsea hit on the counter.
With Peter and McEveley caught out of position upfield, Kalou was released on the break and after skipping around Henchoz, he returned the pass to Joe Cole, who back-heeled the ball into the net from two yards.
In vast contradiction to Pedersen in the first half, young Peter was looking lively for Rovers down the left in the second half. He crossed for Benni McCarthy to head wide, before almost catching Hilario off his line moments later.
But it was a Chelsea substitute who helped wrap up the victory for Mourinho's men. Shaun Wright-Phillips, on for Joe Cole, was played clean through down the centre, Friedel could only parry and Kalou was on hand to tap home the rebound.