"I honestly know as much about it as everyone else," he told Sport Express ahead of Russia's impending 2010 World Cup qualifier against Finland.
"I read the papers, listen to the radio and I am genuinely surprised, given that no actual offer from Chelsea exists."
While distancing himself from a switch to Stamford Bridge at the present time, Zhirkov did admit he would be open to a move to West London should a suitable opportunity arise.
"Clearly we are talking about one of the best clubs in the world, who regularly compete at the highest level," he added.
"It is very possible that I would say yes. But before that I would have to weigh up the pros and cons. To sit on the bench and only get on the pitch from time to time doesn't interest me, not even at Chelsea.
"Moreover, I have nothing to lose (by staying in Moscow), given that CSKA now have a very interesting team who will begin competing in the Champions League in the autumn."