It was put to Hazard on Belgium duty that every Ballon d'Or victor since 2008 has played in Spain, and he jokingly replied that he wants to join Madrid to put himself in position to be regarded as the world's best player.
Hazard has made no secret either of his desire to win the Ballon d'Or, the annual prize for the best player in the game, or wanting to play for Real Madrid.
"He's a fantastic player", Italian boss Sarri said.
Hazard made several comments about a transfer switch to Spain during the worldwide break, but also insisted he would not force his way out of the club.
"I can finish with Chelsea", he said.
Chelsea and Hazard have a tough weekend ahead as Manchester United travel to Stamford Bridge on Saturday.
"So if I don't go to Spain, it is not a problem". "I am very happy with this club, with the team, my family is happy here". "It will be important for us if he remains with us".
"For example, if Chelsea will be able to win the Champions League and the Belgium national team will be able to win the European cup (Championships), he will be able to win everything - without playing in Spain".
Alvaro Morata's future at Chelsea has also been subject to speculation after a miserable start to the 2018-19 campaign, but Sarri has no intention of letting the Spain striker leave.
Hazard has played 10 matches for the Blues so far this season, scoring eight goals and assisting a further three strikes.
"I am not able to think about the market at the moment", he added.