The 33-year-old Portugal international has agreed a one-year contract.
The ex-Genoa and Braga man "will provide experienced cover and competition for Thibaut Courtois and Asmir Begovic", Chelsea said.
"All the colleagues I have always say the dream is to come to the Premier League, where there are the best clubs and the best players," Eduardo added.
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Chelsea have signed goalkeeper Eduardo from Croatian champions Dinamo Zagreb for an undisclosed fee.