This will be the first game that they have played in a while where they are underdog, not the team expected to win. This will be Chelsea's most difficult game before the Premier league season starts. Chelsea will mostly be on the defense, and look for Counter attacking opportunities. If Chelsea can survive the first 10 minutes of the game without their defense falling apart, they should be able to give PSG  a tough time, possibly win it. I imagine Chelsea winning it, they will be on a high spirit entering into the competitions of next season.