Zola spent the last season serving as one of Maurizio Sarri's assistants.
The Italian has been offered the chance to stay at Chelsea as a club ambassador.
But Zola is instead set to leave to pursue his own managerial ambitions.
The tactician's agent is quoted by The Sun: “Gianfranco's contract with Chelsea expires at the end of the month.
“After a season of hard work and fantastic results alongside Maurizio Sarri, he is ready to take the next step in his own management career."
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