The 30-year-old is keen to link-up with his former boss Carlo Ancelotti at Stamford Bridge.
“Perhaps it’s possible that I could join Ancelotti in London,” said Pirlo.
“He is a great coach, perhaps I could play with him again.
“I’ve been at Milan a long time and maybe it’s time for a new chapter in my career.
“I will think about my future at the end of the season. I don’t know if I’ll continue with Milan.”