In recent years (or "The Abramovich Era," as it's also known), Chelsea have been a buying club, for obvious reasons.
The club has thrown money at talent from all over the world in the hope of making Chelsea a top European force.
With all of these players coming in, some players inevitably have to be shown the door—such is business.
But who are the players that Chelsea may wish they would have held on to a bit longer?
The five players on this list proved their true talent and worth after leaving Stamford Bridge, unfortunately for Chelsea fans.
Lassana Diarra cost Chelsea only £1 million from Le Havre in 2005.
He had been dubbed "The New Makalele," so Chelsea fans were excited to see what this relatively unknown midfielder had to offer.
But in a Chelsea shirt, Diarra barely got to prove himself and never managed to cement a first-team position.
But Diarra really began to show what he was made of when he bagged an £18 million transfer to Spanish giants Real Madrid.
He became a first-team regular after an impressive opening few months at the Bernebeu, and he quickly became a well-respected player in his position.
He spent a further two seasons in Madrid before moving to Russian rich kids Anzhi Makhachkla.
When anybody mentions the name Ray Wilkins, Chelsea are the first club that come to mind.
But the majority of his playing career was spent elsewhere, at more than 10 different clubs.
Wilkins joined Chelsea in 1973 as an apprentice and stayed at the club for six seasons, where he got a reputation for being a no-nonsense midfielder.
But Chelsea were only the the first stop in a 25-year career that took him all over Europe.
Wilkins moved from Chelsea to Manchester United in 1979 and from there spent time in Italy, France and Scotland, playing for some of the continent's top sides.
These days, Scott Parker is a midfield general and a player whom any team would like to have in their ranks.
He is passionate, honest and gives 100 percent in every performance, which is why Tottenham Hotspur paid £6 million for him in 2011.
In 2004, Jose Mourinho paid Charlton Athletic £10 million for Parker's services, which were unfortunately limited to a handful of appearances and one goal.
Parker was shipped to Newcastle a year later, who in turn sold him to West Ham in 2007.
His time at West Ham was when the public really started to take notice of his talents, and his performance in the 2010-2011 season earned him the title of Player of the Season.
In England, Jimmy Greaves is the man, to put it simply.
He was the definition of prolific and was a consistent performer at both the club and international levels, and he was part of the now-iconic World Cup-winning squad of 1966.
At club level, Greaves is most commonly known for his time at Tottenham Hotspur, where he scored more than 200 goals in 320 games.
But before his rise to legendary status, Greaves had a very impressive four-year stint at Stamford Bridge.
Chelsea was in fact Greaves' first club, when he was signed as a junior in 1956.
Needless to say, he didn't take long to impress, and during his time at Stamford Bridge he scored 124 goals in only 157 games.
He was sold to AC Milan in 1961, and he continued to improve when he moved to Spurs later that year.
After an impressive early career in the Eredivisie, Chelsea signed Dutch winger Arjen Robben in 2004 for £12 million.
It looked to be money well spent, as he helped Chelsea to lift successive Premier League titles with his pace and crossing ability.
Unfortunately for Chelsea fans, his performances caught the eye of Real Madrid, who paid £25 million for him in 2007.
He continued his good form in Madrid for two seasons before he was sold to Bayern Munich in 2009 for a similar fee to the one paid by Real Madrid two years earlier.
Robben only got better in the German Bundesliga, and he earned the Player of the Year award in Germany in 2010.
Robben was a player Chelsea should probably have never sold, but we remember him fondly for his penalty miss in the 2012 Champions League final against the Blues...thanks, Arjen.