The news comes out of the Telegraph, with the paper suggesting that Christensen wants to move on if he cannot get regular first team football.
The 22-year-old had a great season last term, especially in the first six months. But he has fallen out of favour under Maurizio Sarri, with the Italian boss preferring David Luiz and Antonio Rudiger instead.
In an interview in Denmark, his father Sten Christensen spoke about the issue.
Sten said: "If his situation doesn't change around Christmas, we'll obviously schedule a chat with Chelsea and say, 'okay, what can we do for Andreas? Can we move him?'"
"For me it's not a loan again. Either it's Chelsea or else he needs to leave. I don't think a loan is the optimal situation for Andreas. It's sort of either or.
"I think, unfortunately, Chelsea have too many players who just go out on loan if [the club] isn't going to use them and I don't think Andreas should get caught in that.
"I'm of the conviction that we'll attempt to move Andreas in the winter time [if he's not playing]. Around Christmas, something else needs to happen."