0252 GMT January 20, 2020
The Belgium international is reportedly the subject of major interest from PSG, who face Chelsea in the Champions League last 16.
Hazard, 25, is contracted until 2020 but said a move to the Ligue 1 champion could be tough to turn down.
"It is difficult to say no to PSG, as with all teams capable of winning the Champions League," he is quoted as telling Le Parisien.
"Now, PSG is part of this category. And for me, winning the Champions League is the main objective.
"But for now, I do not dwell on it."
Hazard also admitted he'd be interested in working with new Real Madrid boss Zinedine Zidane.
Asked if the Frenchman's appointment at the Santiago Bernabeu made Madrid a more attractive proposition, he said, "Of course, it makes you want it.
"He was my idol when he was a player and I want to work with the best coaches in the world, although I do not know if Zidane is already in this category as he has only led Madrid since early January."
Despite flirting with PSG and Madrid, Hazard says he does not know where he will be playing next season even though he accepts in all likelihood he will still be at Chelsea.
"No, I do not know because there is always uncertainty in football," he added. "If we stick to the contract I'll still be at Chelsea next season.
"Everything is possible but I have a contract that runs for another four years and, even if things are complicated this year, I am at Chelsea, in a good squad that can win trophies every season.
"I could leave this summer but I don't think so. Every transfer window it is said 'Eden will leave' and every time I have stayed."