The forward is currently on holiday in the United States, and took part in Steve Nash's Showdown, a charity event for underprivileged children staged annually by the basketball star who has twice been named the NBA's Most Valuable Player.
Kalou, 26, was himself named the game's top performer, and after the match, talked about Chelsea's historic victory over Bayern Munich in last month's Champions League final.
"The Champions League, every footballer dreams of that," he told Goal.com. "It's such a great competition and a lot of big players have gone without winning the Champions League.
"It is a moment in my career that I'll remember forever."
However, that moment was possibly his last as a Chelsea player because Kalou, whose present contract expires on 30 June, is not expected to re-sign for the club.
The Ivory Coast star scored 36 goals in 153 appearances for the Blues, and his versatility - he can play as a striker or on the wing - has reportedly attracted a number of clubs, including Liverpool, Juventus and several from Turkey's top flight.
At Nash's event, Kalou made light of the transfer speculation, joking: "You never know, maybe I can play here [in New York]. Why not? I love the city."
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When pressed, he admitted that while on holiday he has allowed his representatives to focus on his future.
"Right now, it's hard to say because right now I'm here to enjoy my holiday," he said. "After that, I will decide my future."
Kalou's appearance in this year's Showdown was the third time he has been involved in Nash's charity, and he revealed that the pair have become friends over the past few years.
"I know him for a couple of years. I met him through a mutual friend," Kalou said. "This is my third game playing. When he invited me for the first one, it was a great honour. Every time I come out here, I enjoy myself.
"It is always important to come and help support kids."
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