Lauren James opened the scoring for Chelsea in their away win over Ajax, the England forward calmly rounding the goalkeeper to slot into the empty net.
Germany midfielder Sjoeke Nusken then notched up a goal in each half as Chelsea went on to dominate the match and put themselves in complete control before the second leg at Stamford Bridge next week.
Chelsea manager Emma Hayes called her team's performance "really professional".
"We defended solidly, as we have been doing. And then once we started to attack the spaces down the sides, we got good opportunities: four crosses, two goals in the first half," she said.
"Outstanding performance from (Kadeisha) Buchanan and Nusken in particular, but the team as a whole, you could see they were confident and delighted to get the third goal."
Hayes added: "Once the game settled down, we controlled it, I was happy but it's still only half-time," with the second leg still to come.
In Lisbon, Andreia Faria scored her first Champions League goal to hand Benfica the lead against Lyon, the most successful club in the women's competition.
But the French side's pressure in the second half paid off, with Delphine Cascarino and Sara Dabritz each scoring to hand Lyon control of the two-leg tie.
Wednesday sees the two other quarter-finals with defending champions Barcelona travelling to Brann in Norway, while Paris Saint-Germain are also on the road, to Hacken in Sweden.
