The 24-year-old was strongly linked with a move to Real Madrid in January, but could now be set for a move to Russia instead.
“It is true that Anzhi officials contacted me and made a move to have me, but I have not given them my word yet,” he told MTNFootball.
“I am still a Chelsea player, changing clubs is not a decision to rush into, I love Chelsea and I am taking my time.
“I want to play always and that has not been happening for a while now but I hope after my recent injury problem, I will get regular football action.”
Anzhi are also in talks to sign Blackburn defender Chris Samba ahead of Friday’s Russian transfer deadline.
