Goal.com exclusively revealed on Tuesday that the Champions League holders are closing in on a deal to take the Colombia international to Stamford Bridge in January.
The Blues have opened up informal talks over a £48.1 million move for the Atletico sensation, who has already struck 10 goals in La Liga this campaign, with owner Roman Abramovich keen to activate the former Porto star's release clause at Vicente Calderon.
The 26-year-old forward has now paved the way to a potential move abroad, revealing that it is his dream to make the move to a foreign league.
Falcao told Radio Caracol: "The chance of playing in another league and for another club will come. I keep dreaming.
"I know that in time I would like to go to a different team. But I have three more years left on my contract with Atletico."
Falcao, who is also attracting interest from the likes of Manchester City and Paris Saint-Germain, went on to state his objectives, including helping Colombia reach the World Cup finals in Brazil in 2014.
"There are dreams that I have met and others that I am achieving now. I dream of reaching the World Cup with Colombia, and also to keep winning with my club," he added.
"In my head I have these objectives, they are very clear. I can't think after these objectives."
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"The reason I don't play in the Europa League is because of a technical decision by [Atletico boss Diego] Simeone, not because I'm leaving in January. It's just a precaution," Falcao said.
"I am not friends with Cristiano Ronaldo or Messi. But when I see them on the field, I exchange words with the two.
"The dream is always there. The Premier League is an interesting league but I have a few years left on my contract with Atletico and I'm just focusing on Atletico."