The 19-year-old rejected a move to the Premier League side in the summer of 2010. The youngster has recently signed an improved contract at Santos.
“Last year’s proposition from Chelsea? I really have no regret,” Neymar told France Football magazine.
“From the moment I decided to remain in my own country I thought it was right.
“Without that decision I would not have won the Copa Libertadores, a title which Santos was waiting almost 50 years for.”
Neymar has also been linked with moves to the likes of Barcelona and Real Madrid.
He added: “Obviously I am dreaming to play in Europe. I don’t know when but one day I will go.
“I have always loved Spanish football, but there are other leagues that attract me too, like Italy or England.”
