Karim Benzema scored a hat-trick as Chelsea suffered a chastening defeat in the first leg of the Champions League quarter final.
Kai Havertz scored for the holders, who will have to pull off a superb comeback in the second leg in Madrid if they are to reach the last four.
It was the second crushing home loss in space of four days for Chelsea, who were beaten 4-1 by Brentford on Saturday.
They made a lively start but had an early let-off when Vinicius fired against the post.
And they found themselves two down after Benzema scored twice in the space of three minutes to leave Stamford Bridge stunned.
The striker played a one-two with Vinicius and then headed in the Brazilian’s cross, before striking again with another header, this time from a cross by Luka Modric.
Havertz hauled Chelsea back into the tie with a fine header of his own after being found by Jorginho’s excellent delivery five minutes before half-time.
However, a terrible mistake by keeper Edouard Mendy led to Benzema scoring again straight after the interval.
Mendy made a total mess of an attempted pass to Antonio Rudiger, enabling Benzema to roll the ball into an empty net.
Former Chelsea keeper Thibaut Courtois produced a fine save to tip over Cesar Azpilicueta’s shot.
And whereas Benzema was lethal, Romelu Lukaku, on as a substitute, missed a golden chance to reduce the deficit when he headed wide when unmarked.
Chelsea: Mendy, Christensen (Kovacic 45), Silva, Rudiger, James, Kante (Ziyech 45), Jorginho (Lofus-Cheek 64), Azpilicueta, Mount, Havertz, Pulisic (Lukaku 64).
Subs not used: Kepa, Bettinelli, Alonso, Werner, Chalobah, Saul, Ziyech, Sarr.