The 36-year-old believes that the club are still in with a chance of replicating their success last season this year, starting with the Club World Cup next month in Morocco
The Dutchman, who spent three seasons at Stamford Bridge as a player between 2001-4, rejoined the club as assistant to Rafael Benitez who took over as interim manager following the departure of Roberto Di Matteo.
The 36-year-old has taken up his new role in west London with the club on the verge of elimination from the Champions League and lying a disappointing fourth in the Premier League. However, the Blues can secure their first silverware of the season if they are able to win Club World Cup in December.
"We're battling for five prizes and in December we play for the Club World Cup. After that, we will see what happens," Zenden told NuSport.
"For me, this is a super chance to gain experience at the top level of coaching. I could never dream of it, so I'm ready to take my opportunity with both hands."
The former Netherlands international also expressed his surprise at receiving the job offer from Benitez, who he played under during a two-year-spell at Liverpool, but insisted he did not need to think twice before agreeing to take what represents his first ever coaching role in the game.
He added: "I met Benitez a couple of weeks ago in Doha and we exchanged numbers.
"Last Wednesday he suddenly called me and asked me to be his assistant at a top side. Some time later it turned out to be Chelsea and the next day I was already in London."