Reports on Monday claimed that even if a compromise was to be reached, the Blues may have to pay Shanghai compensation after he agreed to join the Chinese side on a wage said to be £250,000 a week.
Cahill said: "If you ask every player at the football club, you'd hope that he stays.
"But he's obviously got his own decision to make.
"It was just fitting that he took the penalty that won us the cup, he got us back in the game late doors.
"He just seems to turn up in these big games and that's the kind of player he is."