debinoz. Interesting topic because today I was looking through some sites on quilts and a woman who had used chenille fabric in sections was horrified when the quilt was finished and washed that the dye from the chenille ran and bled into the other colours. They used the wash product mentioned in the following and it completely cleared the run dye.
We don't have this in Australia I don't think but the advice was to note that chenille is supposed to feel sticky BUT to note it can shrink once washed so whether using fabric or yarn one should wash it first. I suspect that if you wash the yarn (nuisance but better than having your garment shrink) most of the excess dye will be washed away. The thread Ingrid referred you to gives instructions. I admit I would have just washed in a wool wash with vinegar and salt but you're better trying tried and true methods.