The West Londoners were without the 24-year-old for their trip to the Emirates, with Romeo Lavia and Reece James filling in in central midfield.
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Caicedo made his return from a slight knock in the previous win over Brighton but was forced off after just 14 minutes having seemingly exacerbated the issue.
Speaking to reporters after the game, Alonso admitted that he had rushed Caicedo back and gave a brief update on the midfielder’s fitness.
When asked about a timeframe for his return, Alonso responded: "Not longer term but it is about assessing the risk. Probably last week we took him too early and I don't want to take the same mistake again."
Chelsea face Leeds in the League Cup on Wednesday (September 9), with Caicedo unlikely to feature.