Chennai receives rainfall in winter due to the following reasons
(i) The North-East winds pick up moisture while crossing Bay of Bengal. These winds are on-shore in Tamil-Nadu coast and hence cause rainfall there.
(ii) During the months of October and November, the low-pressure area over North-Western India get transferred to the Bay of Bengal. This shift is associated with cyclonic depression which originate over Andaman sea and causes rainfall in coastal areas e.g. in Chennai.