Hazard said this week that he was torn between signing a new contract with Chelsea - his current deal expires in 2020 - and joining Los Blancos.
The Ballon D'Or has gone to a player in Spain for the past 10 years. And when asked whether he needed to move there to be considered the best in the world, he said: "That's why I want to go - maybe."
The Belgian was then quizzed on whether such a move could happen in January, to which he replied: "Nope."
Then asked he considers himself to be the best player in the world, Hazard said: "Yes."