Arsenal and Tottenham are some of the teams Hull have beaten this season.
Writing for his blog on ITV.com, Windass said: “I’m convinced Big Phil Scolari and his team will not be relishing their trip north.
“We know Chelsea have got world-class players but facing the likes of them is the reason we got into football in the first place.
“We’ll be up for it and be right in their faces and I’m convinced we can take something out of the game. Let’s face it, we’ve got nothing to lose.
“With the points we’ve already got this season, we’re under no pressure against the likes of Chelsea and Manchester United so we can go out there and have a real go.”