QPR left Stamford Bridge with their heads held high, despite bowing out of the FA Cup to holders and near-neighbours Chelsea.
A fluke goal in the 29th minute proved to be the difference between the West London rivals, on an afternoon when the R's impressive performance promised much for a very bright future.
Lee Camp was the unlucky culprit, as Claudio Pizarro's right foot shot bounced back off the post and hit the unfortunate keeper, before trickling over the line.
Despite the final scoreline, Rangers were by no means overawed by their hosts, with Martin Rowlands and Gavin Mahon at the heart of their efficient display.
Luigi De Canio handed new signings Mahon, Matthew Connolly and Fitz Hall their full QPR debuts at Stamford Bridge.
Hogan Ephraim made his second debut for the R's following his loan spell earlier in the season, while Akos Buzsaky also started after the i's were dotted and the t's were crossed on his permanent switch from Plymouth Argyle.
Chelsea boss Avram Grant named a strong starting XI, which included England regulars Ashley Cole and Shaun Wright-Phillips.
On a cold afternoon in West London, new signing Connolly signalled his immediate intentions with a bustling challenge on former Rangers loanee Scott Sinclair, while skipper for the day Martin Rowlands steamed into Steve Sidwell, as the R's more than held their own in the opening exchanges.
Indeed it was Rangers who created the first chance of the half on 11 minutes, when Buzsaky's sublime dummy allowed Gareth Ainsworth to coast through. Unfortunately for Rangers, Sidwell was in the right place, at the right time to deny the roaming midfielder, as he set himself to let fly.
Ainsworth was enjoying some early joy against England left-back Cole, robbing the former Arsenal man of possession deep in Chelsea territory, before delivering a piercing 14th minute cross, which the on-rushing Dexter Blackstock just failed to connect with.
At the other end, Solomon Kalou was inches away from connecting with Wright-Phillips' inviting cross, as the ball fizzed across the face of the six-yard box.
Despite Rangers' impressive start, it was the FA Cup holders who opened the scoring in the 29th minute, albeit in rather fortuitous circumstances.
Pizarro's low drive cannoned off the foot of Camp's right hand post and with the keeper diving full stretch, the ball bounced back and ricocheted off his side before bobbling over the line.
Buoyed by their goal, the hosts went close to doubling their advantage five minutes before the break, when Wright-Phillips sent a fearsome drive inches wide of Camp's left hand upright.
The lively Buzsaky fired over from distance in the 44th minute, after Blackstock played provider with a deft lay-off, but it was Chelsea who went closest to adding a second on the stroke of half-time, when Sidwell smashed a 25-yard drive off the base of the post.
De Canio made his first change at the break, bringing on Patrick Agyemang in place of the hardworking Ainsworth and reverting to a 4-4-2 formation.
Alex stung the palms of Camp with an ambitious 40-yard strike moments after the resumption, before De Canio's best laid plans were dealt a setback, when Buzsaky limped off with an ankle injury and Kieran Lee entered the fray for his QPR debut.
Despite the loss of the Magical Magyar, Rangers continued to enjoy the equal share of territory and possession and when the ball fell to Rowlands 20-yards from goal, his left foot shot rose inches over the Chelsea crossbar.
Rowlands was a constant thorn in the Chelsea side, forcing Hilario to save at his feet after he shot from distance, while at the other end, Pizarro blazed high and wide after cutting in from the right flank.
But it was Rangers who continued to ask questions of their hosts, with Agyemang bearing down on goal before seeing his 58th minute deflected effort well held by Hilario.
Grant wasn't all together happy with his charges and he made it known, bellowing instructions from the sidelines, before introducing the returning Didier Drogba at the expense of Sinclair on the hour mark.
De Canio responded by introducing Angelo Balanta for Ephraim, but despite a spirited effort to get back in the game, the all-important equaliser evaded the R's, who once again bowed out at the third round stage.
Chelsea: Hilario, A Cole, Sidwell, Mikel, Pizarro (Ballack 72), Sinclair (Drogba 60), Ferreira, Kalou, Ben Haim, Wright-Phillips (J Cole 79), Alex.
Subs: Taylor, Belletti.
Scorers: Camp o.g 29
QPR: Camp, Barker, Mahon, Stewart, Blackstock, Buzsaky (Lee 50), Ainsworth (Agyemang 46), Rowlands, Connolly, Ephraim (Balanta 66), Hall.
Subs: Bolder, Walton.
Bookings: Hall 73
Referee: Mr M Dean
Attendance: 41, 289
