Henrikh Mkhitaryan's well-being was a concern for Arsenal due to the tense political dispute between Armenia and final hosts Azerbaijan.
Henrikh Mkhitaryan, introduced as a 76th-minute substitute, floated a cross into the Wolves penalty area that evaded everyone before drifting in at the far post.
Chelsea's second successive win under new boss Maurizio Sarri lifted them to the top of the Premier League with a 100 percent record.
Pierre-Emerick Aubameyang's lively debut was aided by three assists from Henrikh Mkhitaryan in his first Arsenal start.
Trips to Russia have traditionally been seen as complicated assignments for English clubs, but Henrikh Mkhitaryan will have little trouble acclimatising when Manchester United visit CSKA Moscow this week.
Paul Pogba dedicated victory to the victims of this week's Manchester terror attack after propelling Manchester United towards a 2-0 victory over Ajax in Wednesday's Europa League final