"Anti-Semitism and any other kind of race-related or religious hatred is abhorrent to this club and the overwhelming majority of our fans," the club said in a statement.
"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."
European soccer's governing body UEFA has launched an investigation into the alleged chanting, British media reported on Thursday.
UEFA has yet to respond to a request for comment from Reuters.
Chelsea progressed to the knockout stage as Group L winners after Thursday's match finished 2-2. BATE Borisov were second in the group, while Vidi were eliminated after finishing third.
(Reporting by Philip O'Connor; Editing by Toby Davis)
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