He said: "I never get carried away, in victory or defeat, but hopefully this run of five games undefeated will give the lads a bit more confidence.
"After the defeats that we had your confidence is bound to suffer.
"And hopefully the more confidence we can get from whichever competition will then transfer and manifest itself into getting more Premier League points, which is certainly what we need."
The Trotters' five-match unbeaten run has included progression into the Carling Cup fourth round and the UEFA Cup group stages.
Chelsea will pose an altogether sterner test, despite missing the services of Didier Drogba through suspension, as they seek to restore their battered title credentials and end a four-match goalless run in the Premier League.
Lee added: "Drogba is suspended but we're fully aware of who they can bring in and their strengths and weaknesses of all their players.
"They had a great win in midweek; to go the Mestalla and beat Valencia in the Champions League is terrific, so they'll be buzzing with confidence as well."