The goalkeeper is set to be joined at Chelsea by Villarreal's Filip Jorgensen.
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The Dane is due to have a medical in the coming days in London after the two clubs agreed a €24.5m fee.
"You never know, but at the moment I am training hard," said former Brighton keeper Sanchez, 26.
"Another goalkeeper? I know what I can bring to the team, what I can do and I am positive in myself."
