Killie boss Mixu Paatelainen is desperate to hold on to the left-back who has made a huge impression at the Ayrshire club and Gordon is keen to stay.
However, he does not wish to blow his chance of earning a long-term contract at Stamford Bridge.
Gordon said: "The gaffer asked me if I was willing to stay and I said I would.
"I have been enjoying it and have more or less played every game. I just want to carry on playing first-team football. My contract expires on January, 3 which is the same day as the St Mirren game. That could be my last match here.
"The only thing from Chelsea's point of view is that they were saying maybe I could play in England.
"Chelsea have never had a player on loan in the SPL before so it is hard for them to compare. They admit they are not sure whether to give me a new deal."