Since Roman Abramovich's takeover in 2003, Chelsea have been one of the biggest spenders in the transfer market. They have brought in a plethora of talent from across Europe which has helped them win several titles, propelling them to the very top of world football.Players like Didier Drogba, Petr Cech, Eden Hazard, Ashley Cole and many others have found tremendous success for the Blues while playing at Stamford Bridge.Chelsea have made some regretable transfer sales in the pastWhile the Blues have been known to spend big, they have also sold many players. Most of these players were offloaded while they were still young while some of them departed the club during their prime. As such, there are a few transfer sales that Chelsea would have surely regretted considering what the players have gone on to achieve at other clubs.Here, we take a look at five such players whom Chelsea should not have sold:Honorable mention: Juan Cuadrado#5 Thorgan HazardBorussia Dortmund v Sporting CP: Group C - UEFA Champions LeagueAfter signing Eden Hazard from Lille in 2012, Chelsea also brought in the Belgian's younger brother, Thorgan Hazard, from Lens during the same transfer window. But while the older brother became a modern-day legend at Stamford Bridge, things didn't quite pan out the same for the younger sibling.Thorgan made only one appearance for Chelsea's Under-21 side before being shipped out on loan to Zulte Waregem in Belgium. He spent two seasons there before going on to spend a season on loan at Borussia Monchengladbach, a move which was made permanent in 2015.The 28-year-old steadily improved at the club, scoring 46 goals and registering 44 assists in 187 appearances for the side. His performances convinced Borussia Dortmund to shell out £23 million for his services in 2019.Footy Accumulators@FootyAccumsDortmund sell Christian Pulisic to Chelsea for €64m & sign Nico Schulz, Thorgan Hazard and Julian Brandt for a combined €77mThat's what you call business!1:34 AM · May 23, 201933914Dortmund sell Christian Pulisic to Chelsea for €64m & sign Nico Schulz, Thorgan Hazard and Julian Brandt for a combined €77mThat's what you call business! https://t.co/MMAQZ4wi2RHe has been a useful player for the Bundesliga giants so far, registering 12 goals and 20 assists in two seasons. His stats at Dortmund are almost similar compared to Chelsea's current wingers. The club could have definitely saved millions in the transfer market had they decided to retain the player.Furthermore, the fact that he has excelled as a wing-back for the Belgian national team rubs salt into Chelsea's wounds. In more ways than one, he could have been an exciting fit at Stamford Bridge.#4 Arjen RobbenChelsea v EvertonArguably one of the most decorated players of the 21st century, Arjen Robben was a player of vast quality who Chelsea let go in 2007.Originally purchased from PSV for around £16 million, the Dutch winger managed to make just 106 appearances across all competitions during his three seasons at the club. He scored 19 goals and registered 22 assists, while also winning two Premier League titles at Stamford Bridge.However, he was never fully able to cement his place in the Chelsea line-up and playing time was becoming an issue under Jose Mourinho.Football Daily@footballdaily🔵 Throwback to this Chelsea fan celebrating their first Premier League title win and paying homage to his favourite player Arjen Robben! @ArjenRobben4:00 AM · Sep 7, 202183391🔵 Throwback to this Chelsea fan celebrating their first Premier League title win and paying homage to his favourite player Arjen Robben! @ArjenRobben https://t.co/dZtDqvoVoPAs such, Robben left for Real Madrid in 2007 for a hefty £31.5 million. He had two good seasons with Los Blancos and was a key member of their La Liga triumph in his debut campaign. But the appointment of Florentino Perez as president in 2009 saw several big money signings arrive at the club. Real Madrid then needed to recoup some funds and therefore Robben was sold to Bayern Munich for £22.5 million.It is with the Bavarians, however, that Robben achieved true greatness. During his time at the club, Robben won everything on offer, including eight Bundesliga titles, five DFB-Pokals and the 2012-13 Champions League with him scoring the winning goal.Robben made more than 300 appearances during his nine seasons with the Bundesliga giants before departing the club in 2019. Chelsea fans were left to imagine what could have been had Robben not left the club.