Kenedy had already created one chance for Ramires before the pair combined again to open the scoring for the Blues.
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Walsall’s only victory against Chelsea came way back in 1963 and it was the Londoners who quickly found their rhythm and nearly took the lead inside four minutes.
Kenedy, the 19-year-old winger signed from Fluminense this summer, scored one and made another on his first Chelsea start as the Capital One Cup holders booked a last-16 visit to Stoke.
Meanwhile, there were Premier League casualties as Newcastle United’s miserable start to the season continued with a home loss against Sheffield Wednesday, while Norwich secured a comfortable 3-0 win over West Bromwich Albion.
Radamel Falcao starts up front with the formation suggesting that Loic Remy will be out on the right, as both compete for a starting XI spot in the absence of Diego Costa who is now suspended for three matches.
It took just 10 minutes for the Blues to find the breakthrough against their League One opponents as Kenedy was given time on the left by-line to pick out Ramires at the back post to head in his first goal of the season. It might have been two or three by then, easing what had been another troubled day off the pitch for Chelsea.
Asmir Begovic saved Lalkovic’s set piece, but James O’Connor reacted quickest to slot the rebound into the net from a tricky angle.
Chelsea should have doubled their lead on 36 minutes, as Falcao had another effort cleared off the line by Paul Downing, before Remy’s follow-up was deflected over the bar.
The Colombian’s third first-half chance came in the 40th minute, when he slid in to try to convert a Baba Rahman cross but Etheridge got to the ball first.
But Kenedy quickly extinguished any hopes of a Walsall upset shortly before the sprinklers were turned on.
It was the Brazilian’s first goal for the club as he finished beyond Neil Etheridge from Ruben Loftus-Cheek’s pass.
But just as O’Connor struggled Branislav Ivanovic had his moments against the impressive Romaine Sawyers and former Chelsea forward Milan Lalkovic, who counts Nemanja Matic among his close friends.
After Adam Chambers lost possession in midfield, Chelsea broke at pace with Kenedy delivering a low cross which the on-rushing Ramires looked to slot into the bottom corner.
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Walsall kept plugging away for what would have been another consolation goal, but Sam Mantom sent a volley wide and Pedro put the icing on the cake for Chelsea with a clinical finish.
