Azpilicueta is not a regular at Stamford Bridge and could be interested in a move to Bilbao.
The Daily Express reports that Bilbao are keen to bring in Azpilicueta as an alternative to Andronio Iraola.
Bilbao have funds available after selling Javi Martinez to Bundesliga giants Bayern Munich.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.