The 22-year-old has been heavily linked with a move to Stamford Bridge this summer, following two impressive seasons in Ligue 1.
"Everybody thinks it is not easy for me, that I'm torn between Marseille and Chelsea," the Spaniard told L'Equipe. "But I respect [Marseille] and the fans.
"I will be at 100% as long as I wear this jersey. If my departure could help the club to get some money, everybody will be happy."
Azpilicueta joined Les Phoceens from Osasuna in 2010.