Arsenal boss Arsene Wenger was interested in signing Kalou last summer.
Kalou said: “I am very happy at Chelsea.
“For the moment, I’m playing well and I don’t see why I would be leaving.
“There are two years left on my contract and I’m happy at Stamford Bridge.
“Everyone supports me – the fans, my team-mates and the staff.
“So I don’t see why people have been worried.”