The 31-year-old left the field in obvious pain after a collision with Rojiblancos midfielder Raul Garcia.
The 31-year-old goalkeeper suffered a nasty fall 15 minutes into the game at the Vicente Calderon, after having his feet accidentally taken away from him by the stumbling Raul Garcia, and required lengthy treatment on the pitch before being replaced by Mark Schwarzer.
Cech had only returned to Chelsea's starting side after missing Saturday's Premier League defeat at home to Sunderland because of a virus. The shot stopper's availability for Sunday's clash with English title rival Liverpool at Anfield is now in doubt.
Meanwhile, on-loan Chelsea goalkeeper Thibaut Courtois also started the first leg at the Vicente Calderon.