The Senegalese striker has started just two Premier League games this season for the Blues, with Fernando Torres and Samuel Eto'o regularly preferred by Jose Mourinho.
|15/2||Demba Ba is 15/2 with bet365 to open the scoring against Arsenal|
"People talk a lot about me joining Arsenal. But there has never been an approach from them," Ba told The Sun on Sunday.
"There is nothing going on in this regard. Things are OK for me at the moment.
"It's working, as the situation is turning around for me here bit by bit. You just need a bit of time to adapt when you change clubs.
"I've been in a process of adaptation while moving between West Ham, Newcastle and Chelsea.
"But as soon as I'm given the chance to prove myself, I take it. So the fact that I've often been on the substitutes' bench is nothing serious."
Ba has scored three Premier League goals in 22 appearances for the west London outfit since joining from Newcastle United at the start of the year.