He spent three seasons in the city while playing for Atletico, and his two children still live in the Spanish capital.
Despite his personal connection with Madrid, he has stated that he intends to extend his current deal with the Blues. And he says Eden Hazard's decision to re-sign has motivated him.
"My personal situation is related to the city of Madrid," he said. "My two children live there with their mum. I have my daughter every day on FaceTime. She often tells me that she misses me. My son is still too small to communicate like that.
"Whenever I have the opportunity, I try to return to Spain. As a situation, it is not always easy. Yes, my heart is in Madrid. It is logical and understandable.
"If they want me, they have to contact Chelsea. We'll see. But they have not done that. What is certain is that one day I will return to Madrid. I love Spain, I love the city, I spent three wonderful years there [with Atletico Madrid]. It is there that I became an adult.
"Atletico was a real group of friends. We went out together and my team-mates taught me a language I did not know at all when I arrived. When I left, I cried. My first days in London were not easy. England, when I arrived, was colder, more business. Now, I feel very good here.
"I understand that the rumours are coming back today, as we are talking about a new goalkeeper there [at Real]. But I do not pay much attention to that, I stay focused on Chelsea.
"If Real are really interested, my personal situation could influence things. The family aspect is priceless. But I repeat to you that, for the moment, I'm busy talking to Chelsea to extend."
Discussing his current situation with Chelsea, he said: "We agreed to meet again in February because the club had more urgent issues to deal with in January.
"There is no rush, I am under contract until 2019. Normally, there is no problem, I will extend. I am happy here and I see a club that still wants to win a lot of titles. The signs are positive.
"Their desire to also extend Eden Hazard's deal reassures me."