Coyle can take many positives away from west London, however. Bolton were anything but pushovers in the opening stages, harassing their more esteemed opponents at every opportunity.
Kevin Davies again made his presence felt up front, none more so than in an accidental clash of heads with Yuri Zhirkov that left the Russian with blood pouring from his scalp.
The best Chelsea could manage early on was a Drogba free-kick that stung the gloves of Jussi Jaaskelainen and bounced behind off Salomon Kalou, with Bolton more than equal to their hosts for long periods.
Drogba had a second chance with another free-kick shortly after but dragged his shot wide, prompting frustration to surface in the stands.
Those concerns were not helped when Bolton had strong appeals for a penalty turned down despite the ball appearing to strike Drogba's arm.
But three minutes from half-time, Drogba picked up the ball on the left and delivered a teasing cross that was easily converted by an unmarked Anelka to put Chelsea ahead.
It was harsh on Coyle's side after an industrious display. Anelka's muted celebration - a possible show of respect against his old club - would not have eased the disappointment.
Drogba took his time to warm up in the first half but wasted little time in making an impact after the break, setting up Kalou with a neat pass only for his Ivorian team-mate to shoot straight at Jaaskelainen.
Zhirkov, back in full swing after a brief spell with his head bandaged, then surged down the left and forced a shot that was well kept out by Jaaskelainen.
Bolton struggled to create many chances at the other end but were unfortunate not to win a penalty when a cross from Chung-Yong Lee deflected off Terry's upper arm.
Coyle and the Bolton coaching staff were furious on the sidelines and TV replays showed they may have had a case.
Chelsea survived though and pushed forward looking for a goal to make the game safe.
Lampard hit the post with a trademark long-range drive and Terry fired just wide with a well-struck shot off the outside of his right foot.
But Bolton never gave up hope and really should have equalised in the dying minutes when Elmander headed limply wide before Ivan Klasnic shot across the face of goal.
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