Marcelo scored a brace for Zinedine Zidane’s side and Mariano Diaz’s screamer made it 3-0 eight minutes before half-time.
Antonio Conte’s team fought back and netted twice thanks to two late goals by Eden Hazard.
Real Madrid didn’t field most of their stars and were missing both Cristiano Ronaldo as well as Gareth Bale.
Chelsea had new signing N’Golo Kante on the bench.
Check out the best pics from the Blues’ pre-season friendly in our gallery above.