The 25 year old has signed a five year deal with the Blues, and has been allocated the number 22 shirt.
Tottenham Hotspur had been close to wrapping up a deal for the winger before Chelsea stole in at the last minute secure his services.
Willian is the latest big name to leave Anzhi this summer, with the club keen to move on a number of their high profile players as they look to comply with UEFA’s financial fair play rules.
He could well be followed into Stamford Bridge by striker Samuel Eto’o, who has emerged as the clubs top target following the news that Wayne Rooney will bet be handing in a transfer request at Manchester United.
The Express understands that Eto’o’s agent was in the stands for Chelsea’s goalless draw with United at Old Trafford on Monday evening.