Villa have not been beaten by Chelsea in their last five meetings.
O’Neill told Sky Sports: “I’m sure if we go to Stamford Bridge and get turned over, people will say it’s not much to write home about there, but it’s not our own view.
“We’re going into the game with loads of confidence. I feel we can win. That’s a strong statement, but I have a lot of confidence in the side.
“They are playing with a lot of self-belief, which is so, so important. We have got a chance and I think we’ve got a chance in every game we play.”
