Hazard, 26, is often linked with a move away from Stamford Bridge, where he arrived from Lille in 2012.
The Belgium international has previously spoken about his admiration for Madrid and their coach Zinedine Zidane.
Hazard, who has recaptured some of his best form with six goals and five assists in 15 games in all competitions this season, said he was still happy at Chelsea.
"I am always very fine at this club. I still have two years of contract [left]. When I feel the desire to leave, I'll leave. But, for now, I'm a Blue," he told Canal+.
"We know the admiration that I have for Real, but I'm at Chelsea. Every year, things were said about me but I stayed.
"In Lille, I was announced in Paris, but I stayed. And in Chelsea, people always said that I'm leaving, but I'm still here."
Madrid, meanwhile, took a 6-0 win over APOEL to seal their spot in the Champions League knockout rounds.