The Blues must beat the Danes on Wednesday to have any chance but if Juventus beat Shakhtar Donetsk in the group's other game, they will be eliminated anyway.
The Belgium international admits that he is experiencing a feeling of deja vu as he experienced the pain of elimination last season with Ligue 1 side Lille under similar circumstances.
"Everything depends on the last match, unfortunately," he told the club's official website.
"We have to get a result from the last match, whatever happens elsewhere, and at Lille last season it was the same, we absolutely had to win but we did not succeed, sadly."
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"At Chelsea the aim is to win the competition, whereas at Lille the aim was to get past the first stage," he remarked. "It is also different with the supporters because here they expect you to win games. You feel the greater expectations.
"But there are similarities, yes indeed, and I hope this year we do manage to get past the group stages.
"There are some really great players here, stars like Frank Lampard, like John Terry," Hazard continued.
"We have an amazing keeper too in Petr [Cech]. These are big names - defenders and attackers. The team is full of stars and full of talent to learn from."