The 28-year-old has failed to secure a regular place in the Blues first team under manager Jose Mourinho, which has sparked rumours regarding his future.
"My agent has spoken to the club about a departure and he has started speaking with other clubs about a contract for next season," Ba told RMC.
"I hope we can find the best option possible. I'd like to stay in England. I like other leagues, too. I'd like to try the Italian league. Nothing's been confirmed but there are a few teams in Italy who play very good football."
Ba joined Chelsea from Newcastle United last year.