Chelsea trail fourth-placed Tottenham Hotspur by 10 points ahead of Saturday's clash with Southampton, but the Blues have just six matches remaining in the top flight.
However, Hazard has called on the West Londoners to keep fighting for a top-four spot to ensure that they have "no regrets" at the end of the season.
The 27-year-old told Sky Sports News: "It is difficult, very difficult, but it is possible. In football anything can happen. So we need it believe, we need to trust in each other and try to win every game. That's it.
"We have six games to play in the league, and if we win the six games but don't finish in the top four, at least we did everything. So no regrets, let's play one month.
"We know we are playing for Chelsea, when you are playing for Chelsea, you need to give everything to the end of the season, that's it. If you achieve something, that's good, but if not you will try for the next year."
Chelsea head into the match at St Mary's having registered just seven points from their last eight contests in the Premier League.