The pre-season finished with a polished showing against a weakened Milan side, Nicolas Anelka helping himself to four goals after Frank Lampard's opener.

The France striker ends the pre-season with a morale-boosting seven goals while Lampard has three.

The third/fourth-place play-off in the Russian Railways Cup was also marked by a return to the pitch for Michael Ballack and a first start for Branislav Ivanovic. The young Serb was played at right-back, was untroubled in defence and added himself to the attack with crosses on a couple of occasions.

Chelsea went ahead with just two minutes of the game gone. With the game's first set-piece, Lampard drilled a low-trajectory free-kick in from the left that both the Milan defence and keeper failed to cut out and the delivery, via a slight deflection, found the net.

The second goal took just five more minutes to come, Anelka finishing clinically from the edge of the area after Malouda's searching ball towards Wright-Phillips as poorly cleared into the striker's path.

It was all Chelsea in the opening stages. Wright-Phillips was not too far over with a 20-yard volley as the quarter-of-an-hour approached.

Anelka simply couldn't miss when the next chance presented itself. Milan's former Leicester keeper, Kalac, already at fault on a couple of occasions, inexplicably air-kicked a back pass leaving the Frenchman to side-foot into the empty net.

The pitch was damp on a drizzly Moscow afternoon but that was no excuse for such an aberration. It had taken just 17 minutes for a three-goal lead to be established.

Ivanovic on his start at right, chased a pass powerfully down the flank, out-stretching Favalli to put in a good cross. Anelka nodded a hat-trick chance wide.

Milan, with Kaka unavailable and no recognised strikers on the pitch, were struggling to mount any sort of threat.

Ambrosini, out of position, was having to carry the attack to Chelsea, supported initially by Pirlo but later in the first-half by Gattuso. It was the World Cup winner who went closest in the first-half, firing five yards over from distance without Cech looking too troubled.

There was one change at the break, Deco on for Ballack who had been eased into the pre-season with his first 45 minutes of action.

The Portuguese wizard took just five minutes to make his mark, finding Malouda with a crossfield ball; Malouda then picking out Anelka at the far-post to head his hat-trick goal.

Anelka's fourth was from the same mould, this time Ashley Cole knocking a Deco pass to Malouda and this time his France colleague turning the cross in with his boot from three yards out. There were 57 minutes on the clock.

Finally, Kalac did something right three minutes later, saving from Wright-Phillips who had swerved himself into a shooting position on the edge of the box. It had been the Italian side's first effort on goal.

Malouda curved a volley just over as Chelsea didn't let up on the out-of-sorts opposition. Deco would later go close with an angled drive past the far-post.

Though no more goals were added, none came close to being conceded either. It had been a good response to the shoot-out defeat against Lokomotiv.

Chelsea fly straight back to London from Moscow after the game.

Chelsea (4-3-3): Cech (Cudicini 72), Ivanovic (Ferreira 61), Alex, Terry (c) (Carvalho 61), A Cole; Ballack (Deco h-t), Mikel, Lampard; Wright-Phillips (Sinclair 77), Anelka (Shevchenko 66), Malouda.

Scorers Lampard 2, Anelka 5, 17, 50, 57.

Milan(4-4-1-1): Kalac; Bonera (Paloschi 63), Simic (Digao h-t), Maldini (Kaladze h-t), Favalli (Antonini 63); Zambrotta, Flamini, Gattuso, Jankulovski; Pirlo; Ambrosini (Seedorf H-T).

Booked Jankulovski 77.