Enzo Maresca's side have been perfect in the league phase, winning all four games so far ahead of a trip to Kazakhstan to play Astana.
Astana is the country's capital, but the match will be played more than 770 miles away in Almaty due to ongoing renovations at Astana's home stadium.
The match will be hosted at the Almaty Ortalyk Stadion, close to the Kyrgyzstan border and 250 miles from China.
It means Chelsea will need to undertake a 7,000-mile round trip to southern Kazakhstan, which will require an eight-hour flight directly from London.
Upon arrival, they will be greeted by sub-zero conditions, with temperatures come kick-off on Thursday plummeting as low as -12 degrees.
On the topic of kick-off, Almaty's five-hour time difference ensures the game will get underway at an unusually early 15:30 GMT in the UK.
It means a chunk of Chelsea's fans at home will either be finishing school or still stuck at work at the first whistle.
However, the Blues have been making arrangements to simplify the logistical challenges posed by their upcoming European clash.
The BBC details UEFA have allowed Chelsea to hold their pre-match press conference at their Cobham training ground in Surrey instead of in the host country, before flying out on a chartered flight.
Once in Kazakhstan, the Chelsea players will treat the scheduled 20:30 local kick-off as a 15:30 GMT game in the UK to cope with the time difference.
But Chelsea's ease in the Conference League will allow Maresca to ring the changes and rotate his players following Sunday's 4-3 win at Tottenham.
Up to 11 academy players could make the journey while the likes of Cole Palmer, Romeo Lavia and Wesley Fofana won't travel after not being selected in the initial squad.