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City, who shocked Chelsea en route to last season's quarter-final, went ahead from Kyel Reid's 18-yard finish before James Hanson's angled strike.
Sam Youngs went close for Chesham, who play in the seventh tier and were 104 places below League One Bradford.
Despite a cameo from Chesham's Barry Hayles, 43, Gary Liddle and Devante Cole scored in injury time.
Chesham reached the second round after claiming their first ever Football League club scalp by defeating League Two Bristol Rovers, one of Hayles' former teams.
But once Reid fired the home side ahead after latching on to Hanson's knock-down, Chesham faced a long afternoon.
Hanson fired in a second after racing on to Lee Evans' long pass to make it 2-0 just before the break.
Second-half substitutes Liddle and Cole flicked in from close range to complete a straightforward afternoon for the Bantams.
Bradford manager Phil Parkinson: "We spoke to the lads about the experience of playing non-league teams last year and and what had to be done to get through.
"We enjoyed the fantastic ties against Chelsea and Sunderland last year, but a lot of hard work had to be done to earn those, and we've done it here.
"If we went back down to Chelsea we wouldn't argue with that. The lads involved and the fans around town are still talking about that cup run.
"They are fantastic memories and they are the reason why we are all professional footballers. Everyone at Bradford is delighted to be back in the hat."
Chesham manager Andy Leese: "We started okay and the manner in which we let in those (first) two goals was a shame because they were so predictable.
"But there are over 100 places between the two sides and that was probably reflected in the score line.
"It was a huge positive for us to reach this round and make history and the finances are incredible, season-changing stuff.
"The excitement of the build-up to this game has been huge and there's a real sense of deflation in the dressing room. We have got a real pick-up job to do."
Match ends, Bradford City 4, Chesham United 0.
Second Half ends, Bradford City 4, Chesham United 0.
Goal!  Bradford City 4, Chesham United 0. Devante Cole (Bradford City) right footed shot from very close range to the bottom left corner. Assisted by Tony McMahon.
Goal!  Bradford City 3, Chesham United 0. Gary Liddle (Bradford City) right footed shot from the right side of the six yard box to the top left corner. Assisted by Tony McMahon with a cross following a corner.
Corner,  Bradford City. Conceded by Nick Beasant.
Attempt blocked. Tony McMahon (Bradford City) right footed shot from the right side of the box is blocked.
Foul by Tony McMahon (Bradford City).
Ashley Smith (Chesham United) wins a free kick on the left wing.
Substitution, Bradford City. Gary Liddle replaces Billy Knott.
Corner,  Chesham United. Conceded by Devante Cole.
Corner,  Chesham United. Conceded by Ben Williams.
Attempt saved. Ryan Blake (Chesham United) right footed shot from the centre of the box is saved in the centre of the goal.
Attempt missed. Stephen Hamilton-Forbes (Chesham United) right footed shot from outside the box is too high.
Corner,  Chesham United. Conceded by Stephen Darby.
Foul by Rory McArdle (Bradford City).
Barry Hayles (Chesham United) wins a free kick in the defensive half.
Attempt missed. David Pearce (Chesham United) right footed shot from the left side of the box misses to the right.
Substitution, Bradford City. Mark Marshall replaces Kyel Reid.
Substitution, Bradford City. Devante Cole replaces Billy Clarke.
Reece Burke (Bradford City) wins a free kick in the attacking half.
Foul by Barry Hayles (Chesham United).
Foul by Kyel Reid (Bradford City).
Ashley Smith (Chesham United) wins a free kick on the left wing.
Substitution, Chesham United. Stephen Hamilton-Forbes replaces Bruce Wilson.
Attempt missed. Billy Clarke (Bradford City) left footed shot from outside the box is too high.
Stephen Darby (Bradford City) wins a free kick in the defensive half.
Foul by Barry Hayles (Chesham United).
Attempt missed. Sam Youngs (Chesham United) right footed shot from outside the box is too high following a corner.
Substitution, Chesham United. Barry Hayles replaces Bradley Wadkins.
Corner,  Chesham United. Conceded by Reece Burke.
Attempt saved. Reece Burke (Bradford City) right footed shot from outside the box is saved in the centre of the goal.
James Hanson (Bradford City) wins a free kick in the defensive half.
Foul by Sam Youngs (Chesham United).
Billy Knott (Bradford City) wins a free kick in the defensive half.
Foul by Nick Beasant (Chesham United).
Substitution, Chesham United. David Pearce replaces Toby Little.
Attempt missed. Billy Knott (Bradford City) left footed shot from the centre of the box is too high.
Attempt missed. Billy Clarke (Bradford City) header from the centre of the box is close, but misses the top left corner following a corner.
Corner,  Bradford City. Conceded by George Fenton.
Rory McArdle (Bradford City) wins a free kick in the defensive half.
Bradford City ended non-league Chesham United's FA Cup dream as a comfortable win booked a spot in the third round.