Mudryk made his debut in Saturday's 0-0 draw at Liverpool.
Chalobah said, "He's a very exciting player.
"You could see what problems he can cause. It was good for him to get a runout and you could see the signs of what is to come. We needed to stretch the pitch, and when he came on we looked in behind a couple of times.
"He's a guy who likes to run with the ball and off the ball, so you have to be really careful. I'm glad we have him on our team!"
Chalobah says they can build on the Anfield point.
He added: "You're always going to have difficult patches. It's very important we stick together and keep working on things and slowly build ourselves back up.
"We will be really good come February, and we can start to get ourselves back to where we know we can be, get ourselves up the table, and see how we do in the Champions League."