Claire Rafferty’s own goal cancelled out Karen Carney’s early penalty for the Blues to very briefly raise hopes of an opening round upset.
But Chelsea ran out deserved winners thanks to two first half headers from corners - one from former Belle Bethany England - and a late strike from Eniola Aluko.
In front of a crowd of 1,165 at the Keepmoat Stadium, Belles failed to show the attacking flair they displayed against the same opposition on Sunday in the FA Women’s Cup.
They pressed enthusiastically from the off but they fell behind on 12 minutes when Carney converted from spot after former Doncaster midfielder Millie Bright was fouled by Leandra Little.
Just minutes later the home side were handed a lifeline when Courtney Sweetman-Kirk’s cross was turned into her own net by Rafferty.
Chelsea, cool and composed in possession, did not take long to regain their advantage though as England headed home from a corner.
Belles were firmly on the back foot and fell further behind on the stroke of half time when they failed to defend another corner and this time Katie Chapman headed home.
Belles tired towards the end of an even second half and Aluko struck home a fourth.