The club, which has a campaign to educate people about antisemitism, says offenders will face “the strongest possible action”.
Chelsea fans have been accused of racist chanting in their Europa League draw away at Vidi on Thursday night.
UEFA has been made aware of alleged racist chanting at the Groupama Arena in Budapest where Chelsea fans were reportedly heard using an antisemitic term in a song aimed at rivals Tottenham.
UEFA will wait for reports from match officials and its match delegate before deciding whether or not to take the matter further. Charges against clubs are usually filed within 24 hours.
A Chelsea spokesman said: “Antisemitism and any other kind of race-related or religious hatred is abhorrent to this club and the overwhelming majority of our fans. It has no place at Chelsea or in any of our communities. We have stated this loud and clear on many occasions from the owner, the board, coaches and players.
“Any individuals that can’t summon the brainpower to comprehend this simple message and are found to have shamed the club by using antisemitic or racist words or actions will face the strongest possible action from the club.”
Chelsea in January launched a campaign to raise awareness and educate people about antisemitism in football.
In October, as part of the Say No To Antisemitism initiative, the club were reportedly considering a proposal to take racist fans to Auschwitz to re-educate them. Chelsea have already organised and paid for two trips to Auschwitz this year for club executives, staff and supporters.
Just last week, inclusion campaign Kick It Out released a short film produced with the support of Chelsea, aiming to tackle antisemitic abuse football.