The midfielder moved to the Blues on transfer deadline day last week for a season-long loan.
Cerezo stated, "Saul wanted to leave.
"His desire was to join Chelsea, we agreed. I was not worried in the last minutes of the transfer, although the Saul deal was closed at 23.57.
"We, in turn, acquired (Antoine) Griezmann, as planned."
Chelsea took the 26-year-old on-loan for €5m with a permanent option for €35m.
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