The Italian city has a long history of cases of visiting fans being attacked by Napoli ultras.
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“The club is aware of an incident that took place in Naples,” a Chelsea statement read.
“Two fans are being treated in hospital as they have suffered non-life-threatening injuries. The club would like to remind all fans to use extreme caution whilst in the city and take note of the advice shared ahead of this match.”
Fans on social media claimed that the Chelsea supporters had been stabbed, but there has been no official confirmation of how the injuries were caused.
Around 2,500 Chelsea fans have tickets for the match, and fans are urged to gather in designated areas so they can travel to the stadium by bus under police escort.
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In a travel advice issued to fans earlier this month, Chelsea said: “During UEFA competition matches, attacks on visiting fans in Naples have sometimes occurred.”
Fans have been urged not to walk around the city and to avoid wearing club colors or emblems that identify them as Chelsea fans.
Liam Rosenior’s team needs a victory against Napoli at the Diego Armando Maradona Stadium to go directly to the round of 16 of the Champions League.
Their hosts, champions of Serie A last season, are looking for a victory to stay in the competition.