For the third time in five seasons Chelsea are through to the quarter-finals of this competition. Needing a win or a high-scoring draw on a bitterly cold night, they came away with a 1-0 win after Brian Laudrup scored half an hour into the match.
Chelsea, having won four trophies in 15 months, went into the match galvanised by a league and cup unbeaten run of 13 matches, going back to defeat at Coventry on the season's opening day.
Their only change from the first leg was to bring in Celestine Babayaro in place of their four-goal leading scorer Gustavo Poyet, who started on the bench.
Laudrup is set to return to Copenhagen shortly, but it was the homesick Dane who put ahead Chelsea ahead after 32 minutes. Graeme Le Saux crossed from the left, Pierluigi Casiraghi headed against the goalkeeper's righthand post and Laudrup nodded home the rebound.
Copenhagen, solid and stolid, well organised but limited, looked a side in need of Laudrup's languid skills. Chelsea dominated long passages of the first half and might have taken the lead earlier. After three minutes Gianfranco Zola was brought down by Lars Hojer Nielsen; from the free-kick Le Saux had a fierce drive tipped over.
Five minutes later a Dennis Wise cross from the left, followed by a header from Casiraghi, brought another fine reflex save from Michael Stensgaard.
After 16 minutes Chelsea deserved to go ahead when Roberto Di Matteo's vision picked up Le Saux, running clear on the left. But the England defender shot into the side-netting.
Before Laudrup's goal Copenhagen posed problems for a Chelsea defence which had been under-worked until then. In the 25th minute Ed De Goey saved well from Thomas Thorninger and a minute later a long-distance shot from Bjarne Goldbaek, who had scored at Stamford Bridge, had De Goey diving to his right to push the ball round the post.
The start to the second half was somewhat overshadowed by the sight of Chelsea chairman Ken Bates going into the Chelsea end to demand that a banner rudely telling Laudrup to go home immediately be pulled down.
Bates appeared to be involved in angry exchanges before the stewards intervened. After the chairman left, a flare was let off, sending orange smoke spiralling into the sky and heralding an increased police presence.
Nine minutes into the second half David Nielsen put through Goldbaek, whose left-foot shot was not strong enough to extend De Goey unduly. Soon afterwards he saved again, this time from Thomas Rytter.
After 62 minutes Copenhagen should have equalised. Peter Nielsen's cross found Rytter and his shot was blocked on the line by Babayaro but went straight to Todi Jonsson, who lifted the ball over from close range. Five minutes later Chelsea replaced Laudrup with Dan Petrescu.
Afterwards Chelsea boss Gianluca Vialli, having attempted to persuade Laudrup to remain in London the last couple of weeks, said: "I hope he is going to score on Sunday, and maybe in the future as well."
When asked about Laudrup's future, Vialli responded: "I don't know," before smiling and saying, "I know but I can't tell you."
Overall Vialli was pleased with his side's performance: "In the second half we got a bit tired and they started pressing up a little bit more. But at the end of the day, considering the first leg, I think we deserved to go through because we were the better team."
FC Copenhagen: Steensgaard, L Nielsen, Hemmingsen, Goldbaek, Haren (M Larsen 88), D Nielsen, P Nielsen, Thorninger (Jonsson 56), Michael Nielsen, Jensen, Rytter. Subs Not Used: Martin Nielsen, Falch, H Larsen, Madsen, Pedersen. Booked: L Nielsen, Hemmingsen, P Nielsen.
Chelsea: De Goey, Babayaro, Leboeuf, Desailly, Laudrup (Petrescu 67), Casiraghi (Poyet 89), Wise, Le Saux, Di Matteo, Ferrer, Zola (Flo 76). Subs Not Used: Duberry, Hitchcock, Lambourde, Nicholls. Booked: Di Matteo, Casiraghi. Goal: Laudrup 32.
Referee: C Colombo (France).