The goal was against the run of play and will be a shattering blow to boss Graham Potter after his team produced an impressive performance apart from one momentary lapse.
It is not a disastrous result against one of Europe’s most in-form sides but it could have been so much better.
Chelsea hit the bar through Joao Felix and Reece James twice went close from a free kick and a powerful shot in the second half.
Kalidou Koulibaly also had a shot cleared off the line by ex-Liverpool midfielder Emre Can.
But failing to score again underlines how much Potter needs a man in his team with a killer instinct in front of goal – a basic requirement he just doesn’t have at the moment.
The way in which Dortmund burst clear from defending a corner to score less than 15 seconds later through winger Karim Adeyemi is also a concern.
A hoofed clearance found the Germany star waiting barely thirty yards from his own byline only for him to embark on a lung-busting toe-to-toe race with Fernandez towards Kepa in the Chelsea goal. And there was a clear winner.
Fernandez, signed late on transfer deadline day and billed as the marquee signing of Chelsea’s season, simply could not keep pace.
Eventually, Adeyemi rounded Potter’s stranded keeper and rolled the ball into the net with chest heaving to give the boys from the Bundesliga a handy advantage going into the March 7 return game.
Chelsea will be slight underdogs to go through in the second leg next month unless Potter can find someone who puts the ball in the net for fun.
The spirit is there, the energy and the new signings are starting to settle in.
Chelsea certainly did not travel to northern Germany looking to sit tight for the draw. Mykhailo Mudryk and Joao Felix looked lively from the start.
But captain Thiago Silva handled instead of heading the corner and got a booking as a reward.
Interestingly, that was the third time in two games that Chelsea have had goals disallowed.
If they could only learn the handball and offside laws of the game there wouldn’t be nearly as much clamour for the club to sign a striker.
A neat ball across the 18 yard line gave the Portuguese forward time and space to pick his spot, only he blasted his shot way over the bar.
At least wasting chances wasn’t exclusive to the visitors with Adeyemi blazing high from a similar position just a minute later up the other end.
Felix was unlucky when the next opportunity presented itself, however.
Chelsea’s last European match was a 2-1 home win over Dinamo Zagreb on November 2.
In the meantime, they have won only two matches, beating Bournemouth and Crystal Palace. Hardly a ringing endorsement of Potter’s short time in charge so far.
But now the mad, adrenaline rush of the January transfer window is starting to subside, there is a feeling that Chelsea are starting to emerge from the frenzy of signing eight new players – despite this setback.
There were five at West Ham on Saturday when Chelsea would have been out of sight after half an hour but for two offside goals.
Even so, the energy of the young players is having a slow but steady positive effect on the team.
No shots on target in the first half does not reflect how they went on the front foot and were unfortunate not to be ahead at such a tough gig.
Potter can be encouraged that his team did not get a hiding and feel good that Chelsea are just a goal down and mounted a significant opposition to Dortmund amid incessant noise.
But he will also be concerned that his star man was made to look so ponderous on the back foot particularly after a spell of sustained Chelsea pressure.