"As I already said, when you're in the Champions League at this stage of the competition, there is no easy draw," Edouard Mendy said at a press conference.
"Lille finished 1st [in Champions League group], which is an indicator of their performances.
"So it is not an easy draw, Lille are a great side. Granted, they are struggling a bit more in the league this year, however the season after winning a title are often complicated.
"But we can see that they'll try their luck in the Champions League this year and they'll do their best to get a result against us. So we must be vigilant and play our best football."
Lille shocked the world of football last season, winning the Ligue 1 title, beating PSG by a point.
They have failed to build on their success this season though and are just 11th in the Ligue 1 table with just 36 points after 25 games.
Lille finished first in their Champions League group, ahead of RB Salzburg, Sevilla and Wolfsburg.
Chelsea face Lille on Tuesday, February 22 (KO 8pm UK time).
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