We travel to the home of the 2005-05 champions and, almost certainly, champions in waiting this time around on Saturday for a 12.45 kick-off and Ledley suspects outside expectations of success are not high.
"It is a good game to play, you want to play in these games and, in a way, we are going there with nothing to lose. I'm sure not too many people will be expecting us to come away with much and it is a challenge for us.
"We feel we have got the players and are capable of beating them on our day. It is about going there and applying ourselves well - if we do that then who knows?
"You have got to respect the players they have and what they've done. You don't win the league what will be two years on the trot without being a good side.
"We feel we have got players though who can hurt them as much as they can hurt us - hopefully," he added, before quickly agreeing with the suggestion that 'doing a Middlesbrough' would go down very well.
"It would be great to, we haven't beaten them for many years and every season we think this is the one. Hopefully it is."
Ledley King views the prospect of taking on Chelsea as one to be welcomed and not feared.