The last player to score at their West London fortress was Hull's Stephen Hunt, with the very first strike of the Premier League campaign.
Bolton, lacking influential striker Kevin Davies, were never going to put a dent in the record as the league leaders coasted into the quarter-finals of the Carling Cup.
The two sides square up again on Saturday at The Reebok Stadium and the Blues could not be playing with any more confidence as Joe Cole's return has provided an extra spark.
"I think this is a very good moment for us," said Ancelotti. "Above all, because the players who returned after injury came back very well. Joe Cole came back in the last match and did very well.
"Alex and Paulo Ferreira did a very intelligent match tonight. It's a very good moment. We have to continue and maintain this atmosphere.
"The first thing is to play well and to win a game. It happens we've won with large results, but that's not so important. Rather, we want to win the games. We played the last three games very well, and Saturday can be another kind of match. We have to be ready to play a different match."
Chelsea could even afford to lose keeper Hilario with a head injury as they rested John Terry and Frank Lampard with Salomon Kalou heading the opener from a Paulo Ferreira cross.
Hilario blocked a Matt Taylor shot with his face and had to be replaced by Ross Turnbull but it mattered little as Kalou turned provider to cross for Salomon Kalou to gobble up the chance at the second attempt after it bounced back off Zat Knight.
With 25 minutes gone, the game was already over as a contest and things almost got worse for the Trotters when Kalou had a couple of good efforts and Daniel Sturridge spurned a glorious opening.
Sturridge was just as wasteful after the break after being fed by Joe Cole on two occasions and the young striker was replaced by Didier Drogba to increase the Blues' attacking armoury.
Deco added a third from a Joe Cole cross and, although Ivan Klasnic hit a post for Wanderers, another assist from the England midfielder allowed Drogba to roudn things off with a far-post header in the 89th minute.
"We didn't play as you need to play against the quality they have," said Bolton boss Megson.
"If you don't play at a tempo that might upset Chelsea, or go into challenges that might upset them, then you're not going to damage them.
"It was a poor performance from minute one. We needed to score the first goal, but we were never going to do that with the way we approached it.
"When you can put a £28million sub on - that's as much as we've spent in two years. We can't compete with that on equal terms. Chelsea are stronger than other teams in terms of physical strength, they're quicker, and all the teams that are in the quarter-finals are probably in the top eight of the Premier League.
"I'm pleased to be playing them again on Saturday. We need to put on a performance. That was a bit of a stroll. Our team will be different, not just in personnel but in approach, and I hope we're a lot more wholehearted than it was tonight."
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