Goals from Izzy Christiansen and Jo Potter secured a memorable first-leg victory over FK Zorkiy Krasnogorsk in the outskirts of Moscow.
The visitors had started brightly but FK Zorkiy had the best opportunity of the match; Becky Spencer producing a fine save while skipper Laura Bassett was called upon to make a goal-line clearance.
Then came Christiansen's 27th minute opener. Having been played in by Kirsty Linnett, the England U23s international produced a cool finish with a clever lob over the on-rushing Zorkiy goalkeeper.
It was proving to be a tough physical battle against a strong Russian side but Blues doubled their advantage in the 55th minute with a well-worked goal.
Chelsea Weston's throw picked out Potter who found Linnett on the edge of the area. Linnett spotted Karen Carney's run down the right channel and the England international delivered an inch-perfect low cross that found Potter who controlled with her left foot before cooly-finishing with her right from 10 yards out.
Zorkiy piled on the pressure in the final 10 minutes but David Parker's side stood firm in cold conditions.
Blues, competing at the round of 16 stage of this competition for the first time in the club's history, now welcome their opponents at St. Andrew's on Wednesday evening (7pm kick-off). Click here
for full details on the second-leg.