Bridge's temperament and consistency, together with a high level of fitness, enabled him to continue to play every match until 18 January 2003 when he limped off with an injury in a 1–0 defeat to Liverpool. His finest moment came in the Champions League quarter-final against Arsenal in 2003–04.
Bridge scored the winning goal in the 88th minute to send Chelsea into the semi-finals and end an 18-game winless run against Arsenal. Bridge started the 2004–05 season playing regularly under new manager José Mourinho, but he picked up a serious ankle injury in an FA Cup tie against Newcastle United on 20 February 2005.
For the remainder of the 1998–99 Premier League season, Bridge was only used occasionally as Saints narrowly avoided relegation.
He completed his first season as a first-team player with 15 starts and eight substitute appearances.
Prior to the match, Bridge was involved in a highly publicised incident in which he refused to shake hands with Chelsea captain and former club and international teammate John Terry, who was at the time the subject of claims His position as left-back for Manchester City gradually faded with the arrival of two new left-backs.