Having come into this second leg in Monza, Italy – a neutral venue due to Covid-19 travel restrictions between the UK and Spain – with a two-goal advantage, it was very much a case of seeing out the job with the minimum of fuss for Emma Hayes’s side.

We were doing that with some degree of success, limiting Atletico Madrid to few chances and fashioning a couple of decent opportunities of our own, until the game turned on a two-minute spell of mayhem as the game approached the final 15 minutes.

First, a penalty was awarded in Atleti’s favour after a handball by Niamh Charles. The Spanish side saw two spot-kicks saved by Ann-Katrin Berger in the first leg and, incredibly, they missed another one here, as Toni Duggan hammered her effort against the crossbar.

Sixty seconds later, the referee had pointed to the spot at the other end of the pitch for another handball, giving Mjelde the opportunity to score her second penalty of the tie, following the nerveless effort to put us in front at Kingsmeadow. Once again, she made no mistake – as always, the Norwegian is a big player for the big occasion.

That left Atletico requiring four goals to progress, as we held a three-goal advantage with an away goal to our name, and that, against one of European football’s meanest defences, is enough to deflate any team.

As a result, we comfortably saw out the closing stages of this contest – despite a last-gasp consolation goal from Emelyne Laurent – to cruise into the last eight of the competition. We’ll find out our opponents for that tie, which begins with the first leg on 23/24 March, on Friday when the draw takes place in Nyon, Switzerland.

Then it’s off to Vicarage Road on Sunday, as we face Bristol City in the final of the Continental Cup as we look to retain a trophy that we won for the first time last year.

Having controlled the first leg of this tie last Wednesday, despite playing more than 75 minutes with only 10 players, it came as no surprise to see Hayes retain largely the same line-up. Indeed, the suspended Sophie Ingle was the only change to the starting XI, as Charles came in to replace her.

The former Liverpool player was brought on not long after Ingle’s red card in the first leg and she performed excellently at right-back, which is where she was stationed for this game. As a result, Mjelde moved across to centre-back once again, alongside vice-captain Millie Bright and left-back Jonna Andersson. Despite missing the game against West Ham at the weekend, Berger was back between the sticks, a week on from her penalty-saving heroics.

Melanie Leupolz and Ji So-Yun were deployed as the deepest of our midfielders, with the attacking quartet of Fran Kirby, Pernille Harder, Sam Kerr and Bethany England interchanging at will in the final third.

Berger’s two penalty saves in the first leg – which meant she joined an elite group of Chelsea goalkeepers, men or women, to have achieved this feat, the most recent of whom was Tony Godden in September 1986 – may have been the headline news, but the influence of Kerr and Kirby on the counter-attack played a big part in our success, too. The former won the penalty from which Mjelde opened the scoring and then Kirby netted our second a few minutes later.It was clear that this duo, along with Harder and England, would be playing in a similar way as we sought to keep Atletico at arm’s length and give them as little as possible, particularly in the opening exchanges.

The ‘home’ side felt like their best chance of making inroads was via the flanks, but every time they fashioned an opportunity to cross, there was a Chelsea head or body in the way – usually Bright, for whom such situations are tailor-made.

Harder was the first to really threaten the target at either end, driving a low shot that was only inches past the post, and an even better chance came our way on 22 minutes when Kerr was found in space down the left and her cross, intended for England, was nearly diverted past Hedvig Lindahl by one of her own defenders. The rebound dropped to Kirby, who tried to chip her former team-mate but got a little too much on it.

Atletico finally brought Berger into the contest before half-time, with two long-distance strikes of varying quality. The first, by Leicy Santos, came after a fancy turn, but the finish was straight at our German keeper. However, the second produced the save of the match so far, as Duggan’s rasping volley was brilliantly kept out.

Sadly, the half ended on a sour note for the Blues, as England had to come off with an injury, which may have occurred a few minutes earlier when she clashed heads with an Atleti defender. Guro Reiten came on in her place, shortly before the referee brought an end to proceedings.

There was a nervy moment early in the second half, when several Atletico Madrid players appealed for a penalty for an overzealous shoulder charge by Charles on Ludmila. Stephanie Frappart seemed to take an age to point for a corner kick, much to the relief of everyone in blue.

Chelsea were clearly quite content to allow Atleti plenty of possession and let them lead the dance, with time running out in the tie and a two-goal lead to overturn, but the Spanish side began to look more threatening, which coincided with a the arrival of four substitutes. One of them was Ajibade and within a few moments of coming on she had the best chance of the game, but her finish sailed over the bar.

The Blues were forced into a change of our own, as Harder, who appeared to be walking gingerly as she came off the pitch, was replaced by Jessie Fleming, a day before the Canadian midfielder’s 23rd birthday. But the pressure continued to come from Atletico Madrid and a strike from distance by Nkout whizzed just a few inches past the far corner of Berger’s goal.

Having survived two earlier penalty shouts, our luck finally ran out – Charles blocked a goal-bound shot with her hands and Frappart had no hesitation in pointing to the spot. It was the third spot-kick for Atletico in the tie and, incredibly, a third they failed to convert as Duggan stepped up and smashed her effort against the crossbar and away to safety.

Incredibly, 60 seconds later we had a penalty of our own, although this one was a little more controversial. Reiten looked to slip past substitute Garcia, making her senior debut, and the ball seemed to hit her side, rather than her right hand. Still, Frappart was just as decisive with her decision as she had been a minute earlier – and Mjelde’s penalty was equally decisive, as she sent Lindahl the wrong way to score her second goal of the tie. With Atletico now requiring four goals in 12 minutes, it was game, set and match.

The Spanish side did, finally, get on the scoresheet, with virtually the last kick of the tie, as Laurent curled home a peach of a finish that left Berger with no chance. But it was far too little, too late, as the Blues brilliantly navigated our way through the trickiest tie of the last 16.

So, on to the quarter-finals we march, with all eyes on Nyon in Switzerland this Friday for the draw at 11am UK time. In fact, the route to the final will be set out, as the potential semi-final match-ups will also be decided. The first leg of the quarter-finals will take place on 23/24 March, but before then we’ve got the small matter of the Continental Cup final to worry about. The Blues head to Vicarage Road this Sunday as we look to retain the trophy, and win a second piece of silverware this term, when we take on Bristol City.

Atletico Madrid (4-4-2) Lindahl; Kazadi (Knaak 67), Aleixandri, Van Dongen, Strom (Garcia 67); Castellanos, Meseguer (c), Santos (Iglesias 60), Duggan (Laurent 79); Ludmila (Ajibade 60), NkoutUnused subs Peyraud-Magnin, Sampedro, Tounkara, BernabeScorer Laurent 90+3Missed penalty Duggan 75Booked Garcia 77

Chelsea (4-2-1-3) Berger; Charles, Mjelde, Bright (c), Andersson; Leupolz, Ji (Blundell 84); Harder (J Fleming 68); Kirby, England (Reiten 42), KerrUnused subs Musovic, Telford, Carter, Eriksson, Spence, Fox, Beever-JonesScorer Mjelde (pen) 78Booked Charles 74

Referee Stephanie Frappart (French)