He has vowed to reveal his intentions “soon”, with transfer talk continuing to be batted away for now.
Hazard distanced himself from the Real rumours after firing Chelsea to a 2-0 win over West Ham on Monday, claiming that Hammers fans were “wrong” in chants suggesting that he will soon be on his way out of west London.
Speculation continues to build, though, and former Blancos striker Higuain admits a talented colleague may already have his heart set on a switch to the Santiago Bernabeu.
The Argentine frontman told ESPN FC: "What can I tell you? Those are things that involve the club executives and the desire of the player.
"When a player has a desire, it is difficult to change his mind."
Hazard has been in talks with Chelsea over fresh terms for some time, but Higuain says the 28-year-old is the only one who can shed some light on his plans.
The South American added on a player he hopes to be turning out alongside next season after earning his own move from Juventus in the next window: "He is one of the best [in the world].
"It is obvious that, when he is at this level, he gives you points, he gives you goals and the truth is that it is a great asset to have him with us.
"Here what matters is Eden's decision and the decision of the board. I cannot do anything. He has not asked me [about life in Madrid] but if it's what makes him happy, I wish him the best. I hope he can stay."
Any move from Madrid to try and land Hazard would require them to dig deep, with Chelsea boss Maurizio Sarri having claimed that €100 million (£86m/$113m) will not be enough to get a deal done.
He has told Sky Sports: "It's too cheap.
"We have seen every price in the last few transfer windows. I think it's very hard to change Hazard with another player.
"I'm sure the club doesn't want to sell him.
"But, of course, we all have to respect his decision. He's in the last year of his contract [next season]. If he wants to have another experience, we'll respect that."