Frank Lampard made signing a new goalkeeper one of his priorities this summer and on Thursday, completed a £22million deal for Mendy.
Kepa Arrizabalaga has endured a torrid time over the past 18 months, making a number of high-profile mistakes.
The Spaniard was once again was in the spotlight, after his pass from the back was intercepted by Sadio Mane, who scored twice in a 2-0 defeat to Liverpool last weekend.
Lampard is believed to have given his approval for the club to send Kepa out on loan, despite Chelsea insisting they are yet to make a decision on his future.
The Blues paid a world-record £72m fee for the 25-year-old in 2018.