Although Zenden scored for Middlesbrough in their Carling Cup win last month, manager Steve McClaren has yet to open talks with him.
Chelsea hope Arsenal's two tussles with Manchester United, in the Premiership and in the FA Cup, will leave them drained for the Champions League.
Frank Lampard said: 'It's tough for them knowing they now play United twice because it does take a lot out of you. We have to hope those games drain them while we're fresh for the return.'
But team- mate Marcel Desailly, sent off in the firstleg 1-1 draw, believes the tie is already over for Chelsea and feels Arsenal are the only team who can stop AC Milan retaining the title.
He said: ' Chelsea have missed the bus. We ought to have put a greater distance between ourselves and Arsenal when we had our good 15-minute spell.
'Arsenal and Milan are the two best teams. Even Real Madrid are behind them.'