"Why not? I have never heard from Zidane and if he goes to Manchester United tomorrow, for example, I would not be there", he told France Football about his ambitions.
Hazard has frequently stated his dream of playing for Real Madrid in recent years while the La Liga giants have long considered the Belgian worldwide a potential big-money signing.
Chelsea have offered him a new contract worth around £300,000 a week but Hazard seems resolute on his desire to play for Real.
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Hazard is said to have been left in limbo and may have to wait until deep into the summer before Madrid make their move, depending on whether PSG's stance alters. Real Madrid travels for a rivalry match in another edition of El Clasico against FC Barcelona in the first leg of a Copa del Rey semifinal at 3 p.m. on Wednesday at Camp Nou in Barcelona.
A deal was sought last summer and the No.10 went to the World Cup thinking he would join Madrid, but Chelsea's reluctance to let him go for anything under 250 million euros dictated he stayed in London for, at least, one more season.
"For now, the only thing to think about is playing well for Chelsea".
"It's mystifying with Sarri, after his comments about struggling to motivate the players I thought "this isn't going to go well", he told Sky Sports.