Two goals from Ismaila Sarr before half-time and a late strike from Yeremy Pino condemned manager Arne Slot to a fifth consecutive domestic defeat, with his side also having 18-year-old Amara Nallo sent off.
Max Dowman became Arsenal's youngest ever starter as the Gunners edged past Brighton 2-0 at the Emirates, courtesy of goals from Ethan Nwaneri and substitute Bukayo Saka.
Chelsea, meanwhile, survived an almighty scare at Molineux Stadium as they raced into a 3-0 lead, only for Wolves to fight back with two unanswered goals.
Liam Delap was sent off for a second yellow card four minutes from time before Jamie Gittens scored his first goal for the club to put the Blues 4-2 up.
David Moller Wolfe fired a third for Wolves one minute into injury time, but Chelsea hung on to book their place in the next round with a 4-3 win.
Elsewhere, Omar Marmoush and Rayan Cherki left it late as Man City came from behind to beat Swansea 3-1, while defending champions Newcastle beat Tottenham 2-0.
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