The 27-year-old Russia international was strongly linked with a switch to Dynamo and reports claimed he had already met with the capital outfit.
But the left-sided player says he has not talked with them, although he admits he is far from settled at Stamford Bridge.
"I haven't talked to anyone from Dynamo," he told Sovetsky Sport.
Asked if he would like to return to Russia, he said: "It's hard to tell. On the one hand, I am a player of Chelsea, a club with rich traditions, and I will make everything possible to establish myself there.
"On the another hand, during my two years in London I could not boast regular performances and if there were good offers from Russia, why not consider them?
"However, it would be a difficult choice to make. Now there is nothing concrete and there's, actually, nothing to talk about.
"My situation is not so severe. Though, I wouldn't lie, Chelsea is the primary option for me, while Russia is the secondary one."
Source: Team Talk
Source: Team Talk