LONDON — Real Madrid reached the Champions League quarterfinals for the first time in seven years by sweeping aside Lyon on Wednesday, and Chelsea relied on its first-leg goals to oust FC Copenhagen.

Karim Benzema scored against his former club to help Madrid beat Lyon 3-0 and send Jose Mourinho's squad through 4-1 on aggregate. Marcelo and Angel Di Maria also found the net.

Not only does the victory end Madrid's miserable record, but it keeps Mourinho on course to become the first coach to win the competition with three different clubs, having led Inter Milan to the trophy last season and FC Porto to the 2004 title.

While Madrid is a nine-time European champion, Chelsea has yet to conquer the continent.

Having won 2-0 in the away leg at Copenhagen, Chelsea was held to a 0-0 draw at Stamford Bridge by the Danish champions.

"We needed to be careful at the back, any goal would have given them belief," Chelsea goalkeeper Petr Cech said. "The job was done, we kept a clean sheet. The only thing missing was converting our chances."

Chelsea and Madrid will join Inter Milan, Barcelona, Manchester United, Chelsea, Tottenham, Schalke and Shakhtar Donetsk in Friday's draw for the last eight.

It is a draw Madrid hasn't been in since 2004, but now Mourinho will be hoping to deliver the club's 10th European title.

The away goal from the 1-1 draw in the first leg gave Madrid a slight advantage, and Marcelo made it 2-1 in the 37th minute.

The Brazilian defender played a one-two with Cristiano Ronaldo before cutting inside defender Dejan Lovren and powering a shot past goalkeeper Hugo Lloris.

Benzema found the back of the net with a header soon after but he was ruled offside. However, the France striker scored in the 66th, latching onto Marcelo's long pass upfield and slotting the ball through Lloris' legs.

Madrid's 25th successive home win in all competitions was sealed 10 minutes later by Angel Di Maria, who chipped the ball over Lloris after being released by Mesut Oezil's header.

"We couldn't match them tonight. We came up against a very good team that closed us down from the outset," Lyon coach Claude Puel said. "We couldn't loosen up, we made a lot of mistakes and we showed nerves."

At Stamford Bridge, Chelsea never looked troubled thanks to Nicolas Anelka's first-leg double, but Carlo Ancelotti's side was overly relaxed against Copenhagen at times. Anelka was too casual with his flicked finish after 20 minutes, with goalkeeper Johan Wiland easily blocking the effort.

And Chelsea nearly paid for it five minutes later when Dame N'Doye hit the post with a free kick that had beaten Cech.

The goal-frame was hit by the home side in the second half, when John Obi Mikel headed against the crossbar.

But the Premier League champions, who are languishing fourth domestically, are into the quarterfinals for the fourth time in five years.

"Let's see the draw but we are confident, we have got a lot of experience," Cech said. "We overcame a difficult period in our season and that made us strong for the Champions League. We're happy that we are through, what we were missing was goals — we created enough chances but we didn't take them."