Chains are typically made from metal. The links that form a chain are there to allow the metal configuration to have some flexibility and wrap around objects as needed. Chain links are designed not to break or come loose, so to cut chain links, you must have a bolt cutter. Bolt cutters come in different sizes. For a thick chain link, try a heavy duty bolt cutter.
Turn the set screw on the bolt cutters to adjust the width of the blades to accommodate the size of the chain links. Turn the screw clockwise to narrow the gap, or counterclockwise to widen the gap between the blades. Tighten the lock nut after adjustment is complete.
Center the chain link between the blades.
Grip one handle of the bolt cutter in each hand.
Push both handles down at the same time to cut the link. This action is similar to using scissors. If the bolt cutter is unable to cut all the way through the chain link, cut again into the notch you just created on the link. Repeat until you've cut through the chain.