Hazard scored twice in a virtuoso display in Monday night's 2-0 victory over West Ham at Stamford Bridge, where visiting fans could be heard signing "he's off to Madrid" throughout the game.
"I hope that it is not true (and he's leaving)," the Italian told BBC Radio Five Live after the game. "Every coach wants to keep a player like him.
"It's a disaster when a player like Eden decides to change team. It's very difficult to find another player at the same level because in the world there are only two or three players at the same level.
"We have to try something different [if he leaves], not find another Hazard. In this moment he is unique."