Diario Gol claim that the Spain international wanted to remain at the Bernabeu.
But Zinedine Zidane told the 24-year-old he would be behind Karim Benzema in the pecking order and Morata subsequently moved to Stamford Bridge for £70m.
Ironically, Morata has began life in London in great form, having scored nine goals in his first 16 matches for Chelsea, while in Madrid, Benzema has netted just twice in thirteen appearances this season.
Speaking last month, Morata criticised Real for treating him like a child.
"There were contractual agreements to be respected," Morata said. "The disappointment was enormous.
"I went back to the starting point, they treated me like the child I was before the two seasons in Italy.