Malouda impressed under Guus Hiddink for the second part of last season.
He told France Football, about reports linking him with a move away from the club: “Every time, I say the same thing – I don’t know why people are not getting the message!
“If I choose to live in London, it is no coincidence.
“It’s true that I don’t dwell on my private life too much but, hey, London is the ideal place for my family – my children like it.
“I have great relationships at Chelsea and, in sporting terms, things are getting better and better.
“I am part of a team where I am flourishing.”
Malouda added: “It was a great year with the trophy for Chelsea and above all the fact that I have always dreamed of winning this great tournament and finally realised my dream.
“On the football side, everybody talks about the end of the season, but the start wasn’t bad, apart from my injury.
“I’m pleased that people have noticed the end of the championship, but for me it is more the whole season – and I hope that next year will be even better in terms of trophies.
“We have seen that Chelsea are not far away from the best in the world.”