And within 20 minutes he had already seen one chance go begging as he targeted a goal on his debut.
Higuain has already given Chelsea supporters some cause for cheer after a video emerged showing him firing in the goals during his first training session.
He lined up at the head of a three-man attack that also included Willian and wantaway winger Callum Hudson-Odoi.
The 31-year-old showed some early willingness to get into the box and appeared to give Chelsea a much-needed focal point in attack.
Gonzalo Higuain warms up in front of the Chelsea fans (Image: GETTY)
The new signing enters the Stamford Bridge pitch from the tunnel (Image: GETTY)
Maurizio Sarri's Blues have been forced to play Eden Hazard as a false nine in recent weeks, with their full-backs reluctant to get crosses into the box.
Speaking before the game, Chelsea assistant Gonzalo Higuain backed him to hit the ground running.
“You can see his ability and his desire to do well, we are looking forward to seeing that from him today,” the Italian said.
“We want to see how he can integrate, we are expecting him to fit the system well.”
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The Argentine looked sharp in the warm-up (Image: GETTY)
Blues fans are hoping he can solve their striker problems (Image: GETTY)
In the build-up to Sunday’s clash, Zola pointed at his own success in England at proof Higuain can adapt to the rigours of the Premier League.
"It is exactly the same question they posed when I came over here and it's the same question they pose (all foreign) players when they come over here," he said on Friday.
"We know that he's coming from a different league, maybe a league where the intensity and the rhythms are lower than the Premier League.
“But we are also talking about a player that has scored not only in Italy, but everywhere.
Higuain and fellow Argentine Willy Caballero embrace before kick-off (Image: GETTY)
The Chelsea striker battles with Sheffield Wednesday's Tom Lees (Image: GETTY)
Higuain's effort on goal is blocked (Image: GETTY)
"He's scored in the Champions League, so we are talking about a top player."
Zola continued: "Everybody knows his best quality is his goalscoring record.
“He's a player that can score in many ways so we hope he can bring that quality to this team, (which) at this moment is very much necessary."