The 28-year-old was quoted in France Football magazine as saying "something has broken with Chelsea" but the Londoners expect him to honour his contract, which runs until 2010.
"As a top professional we are sure Didier is committed to Chelsea and intends to honour that contract."
The Ivory Coast international is reported to have told Friday's issue of France Football: "I have reached a stage where I feel I have nothing to prove here. I must go elsewhere.
"It took me a while to love Chelsea. But now the time has come to do something else.
"My decision is taken. Nothing could keep me here. I know that Ronaldinho and Kaka could come here next season but that will change nothing in what I want... Because something has broken with Chelsea."