Referee Tom Henning Ovrebo was understood to have been smuggled out of the country by police after receiving a number of death threats. The Norwegian official turned down four penalty appeals and Chelsea crashed out of the competition when Andres Iniesta scored a 93rd-minute away goal.
Police were said to be so concerned about his safety that they changed his hotel before organising his secret exit from Britain.
Police in Ovrebo's home city of Oslo said they were investigating threats made on the internet.
An Oslo police spokesman said: "We are watching closely what is being posted on the internet. Anything we believe would threaten his personal safety will be taken seriously."
Former international referee Graham Poll said: "This morning he's being smuggled out of our country under police escort - this is a referee of a football match. That is a disgrace.
"When he booked in a hotel they had to change the hotel he was staying at because of the fear that maybe fans would find him."