The victory over relegation-threatened Championship opposition may appear straightforward enough and on the balance of play and chances the Blues deserved it.
But the new temporary manager, who was sat next to Roman Abramovic in the Vicarage Road directors' box, knows his side could have been the victims of a major embarrassment.
Aside from a Didier Drogba shot that forced Scott Loach into a fine save and a Anelka effort against the post, the visitors laboured despite all their possession and they were made to pay midway through the second half.
Tamas Priskin had barely been on the pitch for two minutes when he raced onto a Lloyd Doyley pass that put him clear down the inside left channel and the Hungarian kept his head to loop the ball beyond Petr Cech.
That may not have been in the script but to Chelsea 's credit, their response was professional.
Anelka got them back on terms six minutes later when he flicked a Branislav Ivanovic header from a Frank Lampard corner high into the roof of the net.
Then within two minutes the Frenchman got on the end of an Ashley Cole cross to head his side in front.
That should have been game over, but Chelsea were almost embarrassed for a second time as the game entered stoppage time.
The visitors were caught horribly flat-footed as another replacement, John-Joe O'Toole, slipped the ball through to Jobi McAnuff, who got goal side of Michael Mancienne and only had Cech to beat, but he placed the ball too close to the keeper.
Instead of being pegged back and heading for a replay, the visitors immediately broke up field and Salomon Kalou pulled the ball across for Anelka to complete his hat-trick.
And it was that extra quality that ultimately made the difference.