In 1913 Middelboe decided to move to Britain. He signed for Newcastle United as an amateur but transferred to Chelsea on the advice of Vivian Woodward, who told him he would have more opportunities to pursue his career in banking in the capital (though he was also a lawyer).
He was made club captain on his arrival at Stamford Bridge and was Chelsea's first overseas signing.
The halfback was with Chelsea from 1913 until 1922, playing 46 first team matches (not including wartime games), scoring 1 goal.
There is a myth among writers on Chelsea history that Middelboe only played home games, but this is not the case, he featured in away matches in the north of England in every season that he played in the league.