The Blues hosted League One side Bristol Rovers at Stamford Bridge on Tuesday evening, but the match was not shown on TV as Sky Sports chose to show Liverpool's game against Burton Albion at the Pirelli Stadium instead.
Fans who were not at Stamford Bridge for Chelsea's Cup game against Rovers were still able to watch the first 35 minutes, however, after a supporter inside the stadium live streamed it via Periscope.
The broadcast - which, at one point, had 45,000 viewers - showed Michy Batshuayi and Victor Moses scoring for the home side before Peter Hartley's 35th-minute strike for Rovers was also shown.
The stream was subsequently stopped before the half-time break, but Standard Sport understands Chelsea are looking into the issue of fans live streaming games via Periscope and other social network platforms following the incident.
One problem Chelsea and other clubs will face in potentially trying to clamp down on live broadcasts of games by fans, though, is how to identify those supporters using their phones to stream matches from stadiums.
The EFL Cup and Football League already have procedures in place to identify and take down offending broadcasts but, in a statement to Standard Sport, they urged fans not to continue live streaming matches to avoid possible sanctions such as stadium bans.
The EFL Cup and Football League said: "As a rights holder we understand that this is incredibly difficult to police given the continued advances in new technology and their availability to the public. However, we are taking a number of steps to address this.
"Firstly, we partner with Net Result who deal directly with the platform on such issues. After the identification of an infringement, a request is submitted to remove the offending content otherwise there is the potential for further action.
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"The fan issue is more complicated but we urge fans attending matches not to ‘periscope’ or use other similar means such as Facebook Live to stream matches live as by doing so they contravene the ground regulations in which they agreed to on purchase of their ticket.
"This could result in a supporter being ejected and in certain cases facing a stadium ban.
"Policing supporters in this area is obviously an issue for the venue owner but we are working with our clubs to offer them guidance on what fans can and cannot do whilst attending EFL matches."
Periscope, which has grown rapidly in popularity since being launched by Twitter a year ago, allows users to live stream events via their mobile phones.
Viewers are not required to log in before watching broadcasts, making following live events easy and simple for users.
Chelsea's next match in the EFL Cup will be away to Premier League champions Leicester City on Tuesday 20 September, which is due to be shown live on Sky Sports.
