The 29-year-old Ivory Coast ace has helped get the Blues back on track following the departure of Jose Mourinho, netting five goals in his last four games.
Grant said: "Didier is an important player for us. I don't think you've seen another striker better than him in the rest of the world today.
"He is very important and in good shape. He is getting better from game to game, but what is important now is the present for the next two months and then we will think about the African Nations Cup.
"We think about the situation all the time, but we cannot do many things about this.
"He needs to go, but we are thinking about all the options. But what is important now is that he will continue to play well and we will develop our game."