Victor Moses scored on the last touch of the game off of a corner kick by Juan Mata.
The Blues went on top early through a sixth-minute Fernando Torres goal.
After an equalizer by Willian, Oscar scored a brilliant goal off of a mistake by Shakhtar keeper Andriy Pyatov.
Willian equalized again for the visitors in the second half, and it took until the final touch of the match for Chelsea to secure a victory.
Here are six things we learned from the dramatic win by the Blues.