UEFA Europa League
From TheChels.info - The Chelsea Football Club Wiki
Chelsea competed in the UEFA Cup in three consecutive seasons at the start of the 21st century. These campaigns proved disappointing, with the club suffering early exits on all three occasions. The Blues won the competition in 2013 however, beating Benfica 2-1 in the final. The victory meant that Chelsea became the first English club to win all three major UEFA competitions (European Champion Clubs' Cup/UEFA Champions League, UEFA Cup Winners' Cup and UEFA Cup/UEFA Europa League), and only the fourth club in history to do so, after Juventus, Ajax and Bayern Munich.