The Swans' Italian manager has impressed since his arrival in January, winning five and drawing three of his first 11 games in charge.
"We can change our history - we have that possibility."
The last time Chelsea lost to Swansea in the league was in the old second division in 1981, and Guidolin has urged his players to have faith in their own abilities, rather than worry about the opposition:
"Chelsea are a good, important team and they have not lost in the league under Hiddink. But we can play well and produce a good match. I think we can play with aggression, courage and character. No fears. What happens, I don't know, but we can play like this."
Swansea have separated themselves from the relegation battle over the past month, taking 10 points from their last five games. They sit comfortably in 15th, 10 points clear of Sunderland in 18th.
Guidolin spoke of how he relishes the games against the big clubs, drawing on his impressive history of taking major scalps in Italy, including a victory over eventual Champions League winners Juventus in 1996 with his Vicenza side:
"I won these games with Vicenza, Bologna, Palermo and Udinese. When I was at Vicenza and we beat Juventus the Italian league was the most important in Europe."
If the Swans can beat the Londoners on Saturday, they will reach the magical 40 point mark, and their Premier League safety will be all but assured.