The Spaniard has been at the centre of transfer talk, having played just 32 minutes in the Premier League under Antonio Conte this season.
Fabregas was given a chance in the EFL Cup on Tuesday and netted a match-winning brace in a 4-2 victory over Leicester City.
The 29-year-old said moving away from Stamford Bridge was never a consideration.
"I never planned to leave Chelsea," Fabregas told Cadena COPE.
"Real Madrid? Maybe they called me or maybe not. But I didn't think to leave Chelsea, not even for a second."
