The Blues have axed head coach Mauricio Pochettino after finishing sixth in the Premier League.
An improvement on last season, including two deep cup runs, was not enough to hold onto his job.
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Terry posted on social media that he was disappointed to see Pochettino, the Argentine's son Sebastiano (fitness coach) and assistant Jesus Perez leave the club.
He also outlined his worry that Chelsea would be selling or signing players before a manager is hired.
There had been suggestions that Pochettino did not agree with the club's stance to sell homegrown players.