But Gudjohnsen and Hasselbaink turned the tables on the First Division side with two goals in the space of 10 first-half minutes.
Chelsea were forced into major defensive changes, with Mario Stanic coming in at right-back for the suspended Mario Melchiot and Emmanuel Petit serving as an emergency centre-back in the absence of John Terry and William Gallas.
On nine minutes North End took a surprise lead when the Chelsea defence were found wanting.
Graham Alexander swung the ball into the box and slack marking from Celestine Babayaro allowed Cresswell to send a glancing header into the far corner.
Minutes later the First Divivsion side almost doubled their lead when Lee Cartwright delivered a pinpoint cross from the right but Cudicini produced a great save to deny Macken..
But Chelsea were level on 16 minutes as Hasselbaink raced clear of the visitors' defence and squared for Gudjohnsen to roll the ball into an empty net
Preston would have been as good as out if goalkeeper Tepi Moilanen had not produced a smart point-blank save to deny Frank Lampard on the half hour mark.
The second half was a much quieter affair, with both sides continuing to push forwards and Preston were again grateful to Moilanen for keeping them in the game with a full-length save from Hasselbaink's free-kick on 67 minutes.
Blues sub Mikael Forssell wrapped up victory when he skipped round two players and curled a shot into the bottom corner in stoppage time.
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