From the Wikipedia page 
Chelsea and Fulham railway station on the West London Line (WLL) was opened in 1863 by the West London Extension Railway. It was between the King's Road and the Fulham Road. It closed in 1940 after Second World War bomb damage and never reopened. In March 2008 only the platform riser walls and some platform nosings remained.
Chelsea F.C. wishing to expand their Stamford Bridge stadium would have benefited had the adjacent station been re-opened, but re-opening is unlikely, as Imperial Wharf Station opened on 27 September 2009 near the site which would have to have platforms narrower than present standards require.