Ziyech finished a slick team move 27 minutes into the contest on Wednesday night, but then departed with a suspected dislocated shoulder to leave Thomas Tuchel with a selection problem just days before the new Premier League season.
While Chelsea are set to welcome £97.5million Romelu Lukaku back to Stamford Bridge, the likely absence of Ziyech will be a blow with a number of key players yet to get up to full fitness before the Blues face Crystal Palace on Saturday.
Gerard Moreno equalised 73 minutes in as Villarreal rallied after the break to send the game to extra-time, but Chelsea won the shootout to lift the trophy.
Still, it was a good night’s work for Chelsea in Belfast as Tuchel added another trophy to the Champions League triumph last season, with Unai Emery’s Europa League holders proving feisty opposition.
Chelsea controlled the first half, with Callum Hudson-Odoi and Marcos Alonso stretching the play on either flank to pin back Villarreal.
Timo Werner stung the hands of Sergio Asenjo with a volley, while the Villarreal goalkeeper kept Alonso at bay off a low first-time finish.
The Europa League holders looked to have recovered from the early waves of Chelsea’s attacks, but were undone by a slick – though relatively simple – move after 27 minutes.
Alonso found Kai Havertz down the left flank, and his low ball across goal was turned home by Ziyech; Unai Emery’s furious reaction making it clear how easily he felt his side gave up the goal.