From TheChels.info - The Chelsea Football Club Wiki
The Fulham Road is a street in London, upon which Chelsea's Stamford Bridge stadium is located. It runs from the A219 road in the east, in the centre of Fulham, in the London Borough of Hammersmith and Fulham, through Chelsea to Brompton Road Knightsbridge and the A4 in Brompton, in the Royal Borough of Kensington and Chelsea. Fulham Road runs parallel to the Kings Road, going west from the area called Brompton Cross.
Fulham Road is mentioned in the official song for the team for the 1997 FA Cup Final, "Blue Day", by Suggs & Co.