Real Madrid are planning a revolution in attack this summer, and he is among the big names linked with a move to the Bernabeu.
Asked about the rumours, a smiling Hazard told Marca: "In football, you never know.
"I'm happy at Chelsea, and will continue to give my all for them."
Zinedine Zidane has been a long-time admirer of Hazard — even before he became Los Blancos boss.
Hazard spoke about the immense pride he feels from receiving such high compliments from his childhood idol.
He added: "I remember about ten years ago, when he spoke about me for the first time, it was incredible.
"He was my idol when I was a kid, I have seen thousands of videos of him and right now he is the manager of one of the biggest clubs in the world.
"But I don't want to stop, I want to keep working and trying hard on the pitch and afterwards, yes, I love it when people like him compliment me."