The 27-year-old has been linked with a move to the Spanish capital for some time, though Sarri and Chelsea managed to keep hold of the Belgian this summer - in return, Hazard has scored seven times in the league to propel the unbeaten 'Blues' to second place.
Speaking in a press conference ahead of Belgium's Nations League match with the Netherlands this week, Hazard responded to questions asking whether he would have to play in Spain to win the coveted Ballon d'Or.
The Belgian remarked: "That's why I want to go, maybe", though also gave a firm "No" when asked if a move could happen in the winter transfer window.
"Sometimes in my head, I wake up in the morning and think I want to go. Sometimes I think I want to stay. It is a hard decision. It is my future."