The first was in 2003-04 under Claudio Ranieri. He was sacked 16 days later. Avram Grant was manager the second time, in 2007-08. He was sacked three days later. Carlo Ancelotti also failed to win a trophy in 2010-11. And he was sacked in record time, within two hours of the season ending.
Behind the furore surrounding Eden Hazard and a 17-year-old Swansea ballboy, the significance of Chelsea blowing their best chance of finishing this campaign with a trophy should not be overlooked. Including the Community Shield and the European Super Cup, Chelsea have squandered their chance in five competitions in five months.
In November, when Rafael Benitez replaced Roberto Di Matteo, the new manager was still able to talk of five remaining "big opportunities" for silverware. He cannot be blamed for the Champions League exit, but he was presented, on a plate prepared by Di Matteo, with great chances in both the Club World Cup and the League Cup. Failure will have not gone unnoticed by Abramovich and his advisers.
With an 11point gap to Manchester United in the Premier League and the Europa League representing little more than a consolation prize, Sunday's FA Cup tie at Brentford suddenly takes on huge significance.
It also presents Benitez with a considerable quandary. He was renowned at Liverpool for a rotation policy whereby he obviously prioritised certain games and competitions.
Having gone all out with what was surely his best team against Swansea, including Demba Ba rather than Fernando Torres as the main striker, does he now risk major changes at Brentford? The situation is complicated by looming Premier League fixtures against Reading and then Newcastle to complete a sequence of four matches in 11 days.
For Chelsea, the most alarming aspect of losing to Swansea was the failure of an attacking unit worth well in excess of £100m to score in 180 minutes.
Ba did not take his chance when he was picked ahead of Torres, while Juan Mata, Oscar and Hazard produced performances that had far more in common with how they had finished rather than started the 21 win against Arsenal.
"We are inconsistent," defender Gary Cahill acknowledged. "When we played Villa we smashed them 80 and then we go and have sticky results here and there. Potentially, it is fantastic. We have players who can hurt teams and if we can get that consistency, we will be a real threat."
Petr Cech, a model of reliability through nine seasons at Chelsea, identified three distinct phases in another rollercoaster season. "We had a good start, but then there was the Super Cup where we didn't turn up, which was a huge surprise, and then everything was going downhill," he said.
"It ended up with a change of manager and then we picked up again. It looked like we were back on course, but we have had another blip.
"It's clear we need to be more consistent. We want to do better than this. We need to be more efficient in front of goal. We have not been killing teams off and that is why we are having to fight."
Chelsea, of course, are capable of finishing strongly, especially if Terry, Lampard, Cole and Cech find their rhythm amid the uncertainty that surrounds yet another manager, who, at the very least, will have to finish the season with something tangible to show for another year of turbulence. (© Daily Telegraph, London)