Chen was able to slip away from house arrest and make his way to the capital a week ago with the assistance of a small band of fellow dissidents who have found themselves in hot water with authorities.
The New York Times said a number of people who either supported Chen or actually helped him escape had been picked up by police and had not been heard from since.
"It is hard to call this a victory if everyone involved in his escape ends up detained, arrested and imprisoned," said Nicholas Bequelin, a researcher at Human Rights Watch.
As for Chen himself, friends told the Times they had been tipped off that he had made it to the U.S. Embassy through a pre-arranged code.
"It was decided that there was only one place in China that is absolutely safe, and that's the U.S. Embassy," AIDS activist Hu Jia said.
What happens next will largely be up to diplomats from the two nations, although supporters have said Chen has expressed a desire to remain in China rather than seek political asylum in the United States.