The Londoners went ahead in the 33rd minute when Fernando Torres robbed midfielder Enoch Adu and passed to Frank Lampard who deftly set up Mata to fire home with his left foot.
Joshua John twice went close to an equaliser for the home team, forcing Chelsea goalkeeper Petr Cech into a spectacular finger-tip save on to the post in the second half.
Cech's flying stop earned special praise from Chelsea coach Roberto Di Matteo.
"It was a crucial save at that stage of the game," Italian Di Matteo told reporters. "When the scoreline is 1-0 it's always dangerous and they were committing players forward.
"I think we were a little bit slow in the first half but much better in the second. Once we scored the second goal we knew we were going to win the game."
Chelsea's anxieties were eased when Torres had his shirt pulled just outside the box and Brazil defender David Luiz shot home off the woodwork.
"It would have been fun to see the score 1-1 after 73 minutes," said coach Kasper Hjulmand referring to Cech's wonder save.
"But we didn't do enough in the last 10 to 15 minutes and 4-0 looked pretty stupid on the scoreboard at the end."
"He was excellent," said the Chelsea coach. "It's a shame he didn't score when he had a chance in the first half.
"But he played very well for the team and was always a threat."
"He was very good," said the former Italy midfielder. "In one against one situations he handled himself very well.
"He's got good pace and is good physically. He has a bright future."
