Sky Sports revealed on transfer deadline day that the Zenit St Petersburg were close to joining the Blues.
“Unfortunately, the transfer fell through,” he told Slovakian daily Korzar.
“I don’t know the exact reason why it has.
“It seemed that I would fly to England on the transfer deadline day. However, it did not turn out that way.
“My agent called me to tell that the deal was practically done but, eventually, I did not go there.
“I had been prepared to move. Anyway, I am not at Chelsea and I have not been looking for the reason why it is as it is. It is not worth it.
“A week ahead of the proposed transfer my agents were telling me about it, but I did not believe much it might go through.
“When I was flying home from Dubai and was in Frankfurt, my agent called me that everything was heading towards my move to Chelsea and that we would fly into London on Sunday.
“We were waiting yet for a call from Chelsea’s chief executive Peter Kenyon to confirm that. However, he did not call as they have decided not to sign any other goalkeeper, keeping Hilario as number two.”