The Dane guided the club to the first trophy in their history last weekend when they lifted the Capital One Cup, but has been linked with a move away.
“I can’t really say anything more. There will always be rumours but this time it’s positive rumours about one club or another club. I can only sustain what I’ve said before – my intention is to stay here, I have one more year on my contract. And that’s it.”
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.