Chelsea began their hunt for Women's Champions League glory with a 3-2 win over Real Madrid on Tuesday.

Sjoeke Nuesken and Guro Reiten gave Chelsea the lead before Alba Redondo pulled one back for the visitors before half-time.

Mayra Ramirez struck in the second half to restore Chelsea's two-goal advantage. A late Linda Caicedo tap-in set up a nervy finale at Stamford Bridge.

"Football is about winning games and today we won even though we weren't at our best. We are going to work from here," player-of-the-match Johanna Rytting Kaneryd told Uefa's website.

Chelsea went into the lead in the second minute when Rytting Kaneryd's cross struck the unfortunate Sheila Garcia, via the head of Nuesken, and trickled into the Madrid net.

The English champions doubled their lead shortly before the half-hour as the referee pointed to the spot after Maria Mendez caught Nuesken as the pair fought over a loose ball in the box.

Reiten slotted the spot-kick beyond the reach of Misa Rodriguez, who had correctly guessed which way to dive.

Madrid halved the deficit on 39 minutes. Fine wing play by Olga Carmona created the chance and after some pinball in the Chelsea box, Redondo showed composure to take a touch and finish from 10 yards.

Ramirez restored the hosts' two-goal lead eight minutes into the second half with a header that looped over goalkeeper Misa.

Caicedo converted from close range in the 84th minute after Lucy Bronze had blocked a goal-bound effort on the line, however the Spaniards were unable to complete the comeback as Chelsea ground out the win. (AFP)