The 18-year-old has been a revelation in the Russian League this season.
It is expected that the youngster could leave the Russian side in the January transfer window and both Chelsea and Real Madrid are interested.
“Basically I like Chelsea more. I have supported the team for four years already,” he told Sport Express
Dzagoev replied, when asked why he would prefer the Blues: “The squad rotation, for example. There are about 22 players in the squad, but each is as important as the other and they all play regularly.”
He added: “There are many examples to be seen of players who have gone abroad at a young age and then quickly returned. I don’t think it’s worth leaving Russia early.”