The 27-year-old has made no attempt to hide his desire to quit French champions Lyon, but has now confirmed his preferred destination is Stamford Bridge.
Malouda told Progres: "It's Chelsea where I want to go. I have made my choice.
Malouda looks set to follow Eric Abidal out of the exit door - his France and Lyon team-mate joined Barcelona on Friday.
He told Progres: "I want to leave, the directors know it and in these conditions I can't see carrying on with Lyon.
"So much the better for Eric and it changes nothing for me