I rubbed against my chain when I was taking my bike off my car rack one time. It was a BRAND NEW jersey. Stained before I could even spin one pedal...

I got the grease out with WD40 and light blotting. Then washed as usual. The result was great. No sign of the stain.

Be sure you test your cleaning product before using it. Different fabrics and dyes may react differently.

Good luck!