Lukaku left the game at Stamford Bridge on 18 minutes with an ankle injury after he was brought down inside the box, while Werner limped off just before half-time holding his hamstring.
Chelsea dominated the match from the onset with Werner missing a glaring opportunity from inside the six-yard box on six minutes when he misjudged a drilled cross from Lukaku.
Defender Andreas Christensen rewarded Chelsea after a spell of early pressure, volleying the ball past Malmo goalkeeper Johan Dahlin following a whipped cross from defender Thiago Silva. It was the Denmark international's first goal in 137 appearances for the club since making his senior debut in 2014.
Midfielder Jorginho converted a penalty to double his side's lead after Lukaku was brought down as Chelsea continued to dictate the game.
Boss Thomas Tuchel's side extended their lead further when midfielder Kai Havertz chipped replacement goalkeeper Ismael Diawara before Jorginho scored his second penalty of the night on 57 minutes.