From the official Chelsea FC website:
Chelsea Football Club will no longer be able to provide supporters with a bag deposit facility at Stamford Bridge on home matchdays.
Due to increasing operational demands on the club on matchdays, this service is no longer possible and has been discontinued, starting with our next home fixture against Dinamo Zagreb in the Champions League on Wednesday 2 November.
Supporters may still enter the stadium with bags of up to A4 size (10cm x 20cm x 30cm), but any bags larger than A4 will not be allowed into Stamford Bridge, with no facility available to store them, so we urge supporters to take this into consideration before travelling to any fixture.
We understand this may inconvenience some supporters and we sincerely apologise.
You can find further information and advice for supporters attending home fixtures at Stamford Bridge on our matchday information page.