Asked if it was Hazard's last game at Stamford Bridge following Thursday's 1-1 draw, Willian told reporters: "I don't know, I don't think so.
"For me I hope he stays, but in football you never know. I think his head is here, to play for Chelsea.
"Then after he's finished the season maybe he can talk about his situation. I don't know anything about him leaving so for me I hope he can stay.
"He's very important, a special player, he's very important for us, he helps us a lot. And he's one of the best players in the world."
After Ruben Loftus-Cheek's first-half opener was cancelled out by Luka Jovic, Chelsea goalkeeper Kepa Arrizabalaga saved two penalties in the shoot-out.
"I'm happy with them, with my team-mates," Willian said. "We always try to do our best job on the pitch, Kepa was brilliant, Hazard was brilliant.
"It wasn't our best performance but we did what we needed to do to get to the final."
"It means a lot, one more final," Brazil international Willian added. "It's always good to reach a final and fight for titles. We have one more opportunity this season. We got to a final against City but we didn't win, so now we've got to fight for it."
"I can believe it," Willian said. "For me I think it's the best league in the world, the Premier League. All of these teams, they have great players doing a great job, and all of them deserve it."