The 27-year-old has two years left to run on his current Stamford Bridge contract and recently suggested that he will consider extending those terms further.
Madrid reportedly remain interested in the Belgium international and are willing to break the bank to make him their marquee summer signing, however, and Hazard admits that it is impossible to predict his next career step.
"In football you never know. I'm happy at Chelsea, and focused on them," he is quoted as saying by FourFourTwo.
Madrid boss Zinedine Zidane has publicly praised Hazard's performances in the past, with the forward being left flattered by the comments.
"Of course it is incredible. I remember 10 years ago, when he first spoke about me, it was incredible," he added. "He was my idol when I was a child, I have seen thousands of videos about him and now he is the manager of one of the best clubs in the world.
"But I do not want to stop, I want to continue working and striving on the field and then, yes, I love it when people like him speak well of me."
Hazard has 13 goals and nine assists in all competitions for an under-performing Chelsea side this season.