Melchiot told the Wigan Evening Post: "Don't get me wrong, we are playing one of the best teams around on Sunday. But we won't be going into the game thinking that we can't do it.
"We've got a chance to put it right against a big club like Chelsea. It won't be easy, but we're definitely going to try. These are the games that you really look forward to and I can't wait for it.
"Home form for us will be important every season - like it is for every club. It will be tough for us because they've got a lot of new guys in.
"They will be wanting to start the season well, push on and keep going."
Speaking about the absence of Didier Drogba who has a knee injury, Melchiot added: "It doesn't matter about him. They will always have a great alternative - like Nicolas Anelka.
"Last year they came to the JJB, took Drogba off and they still won the game. They will always have other guys up front that are capable of filling his boots."