Having dominated the first half in the Portuguese capital, the visitors were rewarded with Nemanja Matic's 34th-minute header, which proved enough for them to claim a vital 1-0 victory in Group G.
Chelsea racked up seven attempts on target throughout the contest at the Estadio Jose Alvalade but were unable to find a way past inspired Sporting keeper Rui Patricio again.
While captain Terry - who made his 100th Champions League appearance for Chelsea - was frustrated that his side failed to make their win more comfortable, he was relieved to take all three points after they were held to a draw by Schalke in their opening fixture.
"We had so many chances to kill it off," the defender told Chelsea's official website. "It was one of those nights when they just didn't go in but thankfully Matty got a great header in."
The victory sees Chelsea top Group G after two matches after Maribor and Schalke drew 1-1 in Germany.
"We lost our first group game last year and went on to win [the group], so that was in our mind, that we had to come here and win," Terry added.
"We got it and it puts us top of our group and in control again."
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