Carling Cup holders Chelsea needed two late goals to reach the last eight as Frank Lampard grabbed a hat-trick.
Gareth McAuley’s header gave Leicester an early lead, but the home side went in at the break in front, thanks to two calm finishes from captain Lampard.
Keeper Marton Fulop kept Leicester in the game and DJ Campbell’s header set up a tense finale at Stamford Bridge.
Carl Cort’s tap-in put the Foxes ahead, but Shevchenko with a rasping shot and a Lampard header turned the tie.
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