3–1 home win over the same opponent for the same competition. On 1 February 2017, Caballero replaced Bravo. On his return to the starting XI, he kept a clean sheet in a 4–0 win over West Ham United at the London Olympic Stadium. Late into the month, in a 5–3 Champions League round of 16 win over Monaco, he saved a penalty from Radamel Falcao. On 25 May 2017, it was announced Caballero would leave the club on the expiry of his contract, which occurred on 30 June. Chelsea On 1 July 2017, Caballero signed for title holders Chelsea on a free transfer. He made his competitive debut on 20 September, in a 5–1 home win against Nottingham Forest for the League Cup. On 17 January 2018, Caballero saved a penalty from Nélson Oliveira in the shootout of a third round FA Cup replay win over Norwich City, which had finished 1–1 after extra time. Due to an ankle injury to first-choice Thibaut Courtois, he made his Premier League debut away to Brighton & Hove Albion two days later, in a 4–0 success. On 24 February 2019, during the 2019 EFL Cup Final against cup holders Manchester City, with the match at 0–0 and a penalty shootout imminent, Chelsea goalkeeper Kepa Arrizabalaga refused to be substituted off for Caballero to face his old club as the team went on to lose 3–4. With Arrizabalaga struggling to stay in form during the 2019–20 Premier League season, Caballero was selected as the starting goalkeeper for Chelsea in a cup match against Hull City in late January 2020. Caballero was then the starting goalkeeper for the next four league matches and a Champions League match before Arrizabalaga returned. Caballero played in the 2020 FA Cup Final, a 2–1 loss to Arsenal On 20 May 2020, Caballero had his contract with Chelsea extended by one more year. On 29 May 2021, Caballero won the 2021 UEFA Champions League Final with Chelsea against his former club Manchester City, but was an unused substitute in the game. On 4 June 2021, Chelsea announced he would depart from the club at the end of the month when his contract expired, and thanked him for his contribution to the team with an extended article for his time and feats there. Southampton On 6 December 2021, Caballero signed for Premier League side Southampton on a one-month contract after Southampton's