Olivier Giroud scored with a neat low header to hand Chelsea the lead against Arsenal in Baku.
Soon after, Pedro swept home to double Chelsea's lead after clever work by Eden Hazard.
Hazard then scored twice, either side of an Alex Iwobi thunderbolt, to take the game away from Arsenal.
The first half had ended goalless with Giroud and Emerson Palmieri both going close for Chelsea.
N'Golo Kante was fit enough to start for Chelsea despite concerns over his fitness due to a knee problem.