The striker spent two years at Elland Road between 1997-99 before a brief stint with Atletico Madrid and a four-year spell in west London from 2000-04, where he scored 81 goals in 169 appearances.
Leeds were Hasselbaink's first English club, the Netherlands international joining at the age of 25, but manager David O'Leary would eventually deem him surplus to requirements.
Speaking to Sky Sports about Leeds, who he would like to see return to the Premier League, Hasselbaink said: "I could have joined Chelsea at that time. They wanted to talk but David O'Leary did not want to sell me to an English club, even though he didn't want to keep me.
"I asked him: 'What are you afraid of? If you don't think I can do the business here then surely it is good if you sell me to another English club because I am not going to do the business.'
"I wanted to stay. I was forced to ask for a transfer request so that they could tell the Leeds fans that I wanted to go."
The forward would eventually get his move to the Blues a year later and he went onto demonstrate his prolific goalscoring ability at Stamford Bridge.
The turn of the 2004-05 season brought about the appointment of Jose Mourinho however, and that would signal the curtain-call on Hasselbaink's time at Chelsea.
"The decision was forced upon me," he continued. "Mourinho, [Didier] Drogba and [Mateja] Kezman came in and my agent was called and they said I could go on a free transfer.
"They wanted me out of the door. I was not spoken to by Mourinho. That is how it is, that's football."
Asked if he felt let down by Cheslea, Hasselbaink added: "Yes, very much so. I would have liked to have had a conversation with Mourinho but he had his plans and I went off to Middlesbrough."