The Blues are allegedly in talks to appoint Napoli manager Maurizio Sarri as the new boss at Stamford Bridge, with reports suggesting that former Chelsea forward Zola could be in the backroom staff in West London.
Zola, however, remained coy on the situation and told SuperSport that "nothing is decided" so far.
"There is a lot of rumours about me at the moment and nothing has happened. And we'll see what happens in the future," the 51-year-old said.
"I don't know. I was afraid you were going to ask me this. Really, I don't know.
"But honestly, at the moment it is only talking. Nothing is decided."
Zola, who played for Chelsea between 1996 and 2003, made over 200 appearances in his time in the capital.