However, the 29-year-old says he is happy to remain in Turkey with the back-to-back league champions.
"Everywhere Jose Mourinho goes they make some rumours about me following," Sneijder told Lig TV.
"Whatever club I'm at I will give 100%, I love this club and I am not even thinking to leave. It's just rumours and you will see come January I will be linked with Chelsea again but I am staying here.
"Every transfer market I am apparently moving to one club or another but these are just rumours, I am happy and I like life here."
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