On 8 May 2021, Mendy saved a panenka style penalty-kick from Sergio Agüero as Chelsea came from 0–1 down to defeat Manchester City 2–1. Three weeks later on 29 May, Mendy became the first African goalkeeper to play in a final of the UEFA Champions League and the first since Bruce Grobbelaar, who appeared in the 1985 European Cup Final. Chelsea defeated Manchester City 1–0 in the final. He also equaled the record of most clean sheets in a Champions League season, by keeping nine clean sheets, the same as Santiago Cañizares in 2000–01 and Keylor Navas in 2015–16.