Delap, 23, has arguably been the worst signing of the season, scoring just one goal in his 25 Premier League appearances since joining Chelsea.
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The striker has since been linked with a move away from West London, with Newcastle said to be interested with their summer forward signings also struggling.
According to The Telegraph, though, Delap wants to stay and fight for his place at Chelsea, but the club are unconvinced.
Chelsea are set to welcome Emmanuel Emegha from Strasbourg this summer, with Nicolas Jackson also returning from his Bayern Munich loan.