The Blues tried to sign the Italy international following the arrival of former AC Milan boss Carlo Ancelotti as new manager at Stamford Bridge.
“Do I regret not following Ancelotti to Chelsea? When you make a decision, it is necessary to see it through,” Pirlo told Le Gazzetta dello Sport.
“At first, I wanted to join Ancelotti, it was strange not to see him in the locker room. But then you get used to the situation.
“Leonardo is going well and we are with him. There’s no nostalgia.
“Could I close my career at AC Milan? I hope so. I have a contract until 2011 and I hope to stay beyond this deadline.”
