Preheat the oven to 425 degrees F.
Place the chicken thighs in an 8-by-8-inch baking dish. Whisk together the olive oil, chili powder, garlic, orange zest and orange juice in a small bowl. Pour this mixture over the chicken thighs and leave to marinate at room temperature for 20 minutes.
Transfer the baking dish to the oven and roast until the chicken is cooked through, about 20 minutes.