That defeat was a fourth in succession on the road for Maurizio Sarri, who is now facing serious question marks over his future at the club despite having been in charge just seven months.
However, having won five and lost none of their six matches in this competition so far, they are priced at just 10/31 (1.31) with SportPesa to ease the pressure with a victory at the Swedbank Stadion.
The Swedish side have lost four of their five previous matches against English opposition, but are available at 15/2 (8.50) to pull off a memorable win here.
Six of the hosts’ last eight European home matches have resulted in draws, and you can get odds of 15/4 (4.75) on this one also finishing up all square.
Adi Nalic, Dusan Melicharek, and Anel Ahmedhodzic could be in line for competitive debuts after joining Uwe Rosler’s team over the winter break, although fellow new signing Erdal Rakip is ineligible after missing the registration cutoff.
Callum Hudson-Odoi and Gary Cahill will both face late fitness tests after illness and a back injury, respectively.
While the thrashing at the Etihad Stadium was obviously tough to watch for Blues fans, their Europa League opponents will now be bracing themselves for a reaction.
Currently in between domestic seasons, Malmo have not played a competitive match since qualifying for the Europa League knockout stages in December - and failed to score in their last two friendly matches.
Having scored 12 goals and conceded just two in their six Europa League games so far this season, odds of 10/11 (1.91) are well worth backing on Chelsea lifting the spirits with a convincing win by at least two goals in Sweden.