The 25-year-old firmly cemented himself as number one at Stamford Bridge when he returned from his three-year loan spell at Atletico Madrid in 2014.
After winning his second Premier League winners' medal in three seasons, Courtois featured in the gossip pages regarding a possible switch to the Bernabeu.
Speculation has been rife that contract talks between Chelsea and the goalkeeper have stalled, and his agent is doing little to pour water on the rumours.
"Of course Thibaut is of interest to the big clubs, including the latest Champions League winner," Henrotay told Sport Foot.
"He's someone who helps you win games, titles. I meet regularly those in charge at Real Madrid, and Thibaut's case has come up. My role is to keep him updated on the situation."
Courtois has won three trophies since returning to Chelsea from Spain.