Threaded chain stitch
Threaded chain stitch is worked on a row of detached chain stitch; the foundation row of detached chain stitch can be worked in a different thread or colour from that used for threading. A second row of threading can be worked if desired. This stitch lends itself to outlining shapes or as a border.
For more background, see the entry for chain stitch.
Using a different thread, bring your needle up in the middle of the first detached chain stitch. To start the threading, pass the needle under one side of the chain stitch; continue by sliding the needle under the second chain stitch. Your needle should not pierce the fabric during the threading.
A second threading can be worked from the same starting point: slide the needle under one side of the first chain stitch, and then pass the needle under the second chain stitch.
Structure of stitch
Mary Thomas’s Dictionary of Embroidery Stitches (1934) , p.41