Twenty one shots, eight on target, no goals and another defeat.
The Blues had enough chances to win the first leg of their Champions League last-16 tie - and win it comfortably - but poor finishing, great saves and the woodwork conspired against them.
There has, understandably, been plenty of scrutiny focused on Graham Potter since he became Chelsea boss in September, but even his biggest critics must sympathise with him after this loss.
Against a Dortmund side who had won every game they had played so far in 2023, the visitors were the better side for large periods, but as chances came and went before Karim Adeyemi broke to score a brilliant solo goal for the hosts, it must have felt like luck had once again deserted Potter and Chelsea.
"Overall we were pleased with the performance for big parts of the game," said Potter.
"It was an even first half, we managed the game quite well and had some good opportunities. In the second half, apart from the decisive action where we didn't do well enough, I thought we were the dominant, better team.
"We need a bit of luck maybe in the final execution and I think we deserved a goal. We have to keep going. It is half-time and we look forward to Stamford Bridge."
'Chelsea troubles haunt them again'
Former Everton midfielder Leon Osman, watching the game for BBC Radio 5 Live, agreed with Potter's assessment and felt they did not get the result their performance warranted.
"I am wondering how Chelsea have lost," he said.
"I think they played really well at times, they created really good opportunities but the thing that has troubled them in their past four or five games has haunted them again."
As mentioned, Chelsea had 21 shots on goal at Dortmund with eight of those on target. The Blues' expected goals, which measures how good your chances were, was 2.14 - the fourth-highest rating of any team in this season's Champions League without scoring.
The lack of goals is an issue that has troubled Chelsea throughout Potter's time at the club so far. In his 24 matches, they have scored just 25 goals. They have not managed more than one goal in match since 2 November.
Their struggles in the final third make it all the more bewildering that despite spending around £288m in January - more than the combined total of all clubs in the Bundesliga, La Liga, Serie A and Ligue 1 - they did not invest in a proven out-and-out striker, while also leaving former Arsenal and Barcelona forward Pierre Emerick-Aubameyang out of their Champions League squad.
Joao Felix, one of the January arrivals, put in a superb performance, particular in the first half, but he was guilty of some of Chelsea's biggest missed opportunities, shooting over from a good position in the first half and then hitting the crossbar when it seemed easier to score.
Argentina midfielder Enzo Fernandez, who joined Chelsea for a British record £107m fee last month, also saw a brilliant late strike kept out by Dortmund goalkeeper Gregor Kobel.
"The players have been working really well," Potter said.
"They know the situation we are in and the challenges we have but it is exciting. Their attitude has been really, really good. The spirit is there in the team; we just need a little bit of luck."
'A team in progress' but wins need to come soon
There were lots of positives to take from Chelsea's overall display but while Dortmund can't stop winning in 2023, the Blues have managed just one win in nine games so far this year.
Potter believes the fans can see and appreciate the good things his side have been doing, but he knows those wins need to start coming soon.
"The performance [against Dortmund] was another step forward for us," he added.
"Hopefully we improve and I think we will and in three weeks time we can take the game at Stamford Bridge."