From TheChels.info - The Chelsea Football Club Wiki
Harlington was Chelsea's training ground from the late-1970s until 2005. Located in Sipson Lane, sandwiched between Heathrow Airport and the M4 motorway, this facility was owned by Imperial College.
Having sold the Mitcham Training Ground, Chelsea shared use with the college, which led to some amusing moments. Gianfranco Zola, well known to stay later than others to practice his free-kicks, was surprised when he first arrived at Chelsea, to find all his clothes 'dumped' outside the changing rooms when the college had turned up to use their facilities.
Following the purchase of the club by Roman Abramovich in 2003, new training and medical facilities were identified as an area in need of immediate and significant investment. In 2005 the club moved to a new base at Cobham, with QPR subsequently using Harlington as their training ground.