Barca host the London giants in the first-leg of their semi at Camp Nou on Tuesday evening.
The Catalans are favourites to progress to Rome, but Puyol admits the clash with Chelsea is as big a match as the final.
"For us the matches against Chelsea are as big as the final, just because of who they are. Although the bookmakers say we are favourites nobody in the squad thinks this will be easy," Puyol told skysports.com.
"These will be intense games and more difficult than the quarter-final matches with Bayern Munich.
"I have played against a number of English clubs and it has never been easy, they are always competitive and offer a big level in the Champions League.
"Our objective is to be in the final in Rome."
Ready for challengePuyol is looking forward to his own personal battles: "The fight against forwards like (Didier) Drogba and (Nicolas) Anelka is an excellent test for any defender.
"But we are prepared for the challenge. The Blues are dangerous in the aerial game but our defence is ready and we hold no fear.
"We want to win the game at Camp Nou, but this will not be easy - to play the first match at home has its good and bad features, but the key is that we need to keep them to zero.
"If we do this our chances of getting to the final will be excellent, as I am convinced we will score goals in London.
"A good score would be 2-0 or even 3-0, which would be excellent. As I said our objective is not to concede in Camp Nou."
Puyol is also confident Barca playmaker Lionel Messi will be able to do the damage needed to progress.
"Today Messi is the number one player in the world and in Europe this season," he said.