That means the Blues are still winless after four fixtures in the competition, sitting bottom of Group E on two points, six behind our opponents who now top the table.

It could have been very different in Milan, though, as we twice came close to taking the lead just before half-time and the home team’s opening goal after the break came from a dubious free-kick given against Alfie Gilchrist. Ted Curd initially saved the set-piece too, but Gabriele Alesi was able to turn in the rebound.

It also seemed like Chelsea had earned a draw when Charlie Webster confidently converted a penalty to equalise with six minutes left, but Milan hit straight back with two goals in quick succession in the last three minutes, substitute Jordan Longhi turning in from close range with virtually his first touch before Alesi smashed in his second and Milan's third.

After an even opening Chelsea started to stamp some authority on the game around 10 minutes in, with Webster and Tudor Mendel-Idowu both having shots charged down in the box following dangerous set-pieces.

Chelsea perhaps should have taken the lead just after the 20-minute mark as the Milan goalkeeper Lapo Nava failed to deal with a Webster corner at the first and second attempt, eventually punching weakly towards the penalty spot and Travis Akomeah, but the defender couldn’t get his foot around the ball and fired wide from a very promising position.

Nava had looked uncomfortable when dealing with high balls into the box all game and Chelsea did get the ball in the back of the net when he tried to catch, but dropped, another Blues corner. The ball was prodded over the line in the ensuing scramble, but the referee had already blown his whistle after judging Leo Castledine’s pressure on the keeper to be too heavy handed.

Chelsea ended the first half strongly and Jimi Tauriainen forced the first real save from the opposition goalkeeper shortly before the break, firing a powerful shot towards the near post from a narrow angle after a clever reverse pass by Lewis Hall. However, the keeper beat the ball behind for a corner and Tauriainen appeared to have hurt himself in the effort, requiring lengthy treatment on the pitch before being replaced by Silko Thomas.

There was a flurry of action right on the brink of half-time, as Mendel-Idowu fired narrowly over from range and Thomas went even closer from the left, before Curd had to show strong hands to keep out a header from point-blank range.

Chelsea came out for the second half trying to pick up where they had left off, but initially struggled to repeat that flurry of late first-half chances, although Castledine had a strong penalty shout turned down when he was knocked to the floor when attempting to get on the end of a long throw.

It briefly looked like Mendel-Idowu would find the opener when a missed clearance allowed a Thomas cross to go all the way through to the winger on the corner of the six-yard box, but the Italian defence recovered in time to make the block. The goal seemed to be getting closer, though, with Webster next to go close as he shot just wide of the near post after latching on to Castledine’s clever flick on the edge of the box.

However, in the end it was the home team who found the first goal. It came from a dubious free-kick given against Gilchrist out on the left, with the referee deciding his challenge was too strong despite winning the ball. Curd saved Gabriele El Hilali’s resulting shot from the edge of the box, but he couldn’t hold it and Alesi was in the right place at the right time to smash in the rebound.

Chelsea tried to hit back, but Gilchrist headed well over from a great position at the back post, after poor marking by Milan from a set-piece. With 20 minutes left to find an equaliser, that prompted Ed Brand into changes, bringing on Zain Silcott-Duberry and Jude Soonsup-Bell to add to our attack.

Milan dropped deeper and deeper as the game went on, determined to hold their lead, but the opportunity we had been waiting for arrived with six minutes remaining. The ball ricocheted up in the box and struck a Milan player’s arm, with the referee showing no hesitation in awarding Chelsea a penalty. Webster stepped up to take it and powered a shot into the bottom right corner confidently to level the scores late on.

However, it wasn’t to be, as AC Milan struck back quickly when they broke free on the left and fired the ball across goal, with substitute Jordan Longhi finishing from close range only a minute after coming on. Alesi was then found in behind with a quick pass over our defence two minutes later, smashing in a third goal for Milan on the half-volley to make the final score 3-1.

It was harsh on Chelsea after a game where we had matched our opponents throughout and had seemed to secure a point so late on.

Chelsea (4-2-3-1): Ted Curd; Alfie Gilchrist, Bashir Humphreys (c), Travis Akomeah (Frankie Runham 78), Brodi Hughes; Kiano Dyer (Jude Soonsup-Bell 68), Charlie Webster; Tudor Mendel-Idowu (Zain Silcott-Duberry 68), Lewis Hall, Jimi Tauriainen (Silko Thomas 40); Leo Castledine
Unused subs: Max Merrick, Josh Acheampong, Harrison McMahon
Scorer: Webster pen 84
Booked: Akomeah 53, Silcott-Duberry 73, Castledine 90+4

AC Milan (4-3-3): Lapo Nava; Adam Bakoune, Jan-Carlo Simic, Dorian Paloschi (Pietro Parmiggiani 90+1), Davide Bartesaghi (Andrea Bozzolan 86); Antonio Gala, Wilgot Marshage, Kevin Zeroli (Dariusz Stalmach90+1); Gabriele Alesi, Marko Lazetic (Chaka Traore 33), Gabriele El Hilali (c) (Jordan Longhi 86)
Unused subs: Lorenzo Torriani, Andrea Bozzolan, Victor Eletu
Scorers: Alesi 63, 90, Longhi 87
Booked: El Hilali 68, Marshage 78

Referee: Bram Van Driessche