The Blues were looking to get back on track after being beaten by Juventus in their last outing.
And they did just that with a comfortable 4-0 victory against their Swedish opponents at Stamford Bridge.
Thomas Tuchel's side took the lead in the ninth minute through Andreas Christensen. Jorginho doubled their lead from the penalty spot to give them a two-goal lead going into half-time.
Kai Havertz made if 3-0 just after half-time with a lovely dinked finish.
Jorginho bagged his second shortly after, again from the penalty spot, to round out the scoring.
Antonio Rudiger has become a hero among Chelsea fans over the past year, both for his performances on the pitch and his personality.
And he was at his very best once again.
The German defender loves a foray forward and he managed to win Chelsea's second penalty of the day.
Rudiger found himself inside the box and with a holden opportunity and, as he went to strike at goal, he was bundled over by a Malmo player.
The centre-back then produced a quite odd reaction to being given the penalty, which you can view below...
He really is one of a kind. Rudiger's face after winning the penalty is going viral and you can view some of the reaction below...
Rudiger's contract runs out in just eight months time. It's paramount that they tie him down to an extension.
While Chelsea enjoyed a convincing victory, it was not a perfect day for The Blues.
Romelu Lukaku was forced off through injury after winning Chelsea's first penalty in the 21st minute.
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Chelsea lost another forward when Timo Werner was also forced off in the first half.
Chelsea's options up front were already stretched. Tuchel may have some tough decisions to make should Lukaku and Werner be ruled out of their Premier League clash against Norwich on the weekend.