The former Stoke midfielder is currently impressing with Sevilla in Spain, and has reportedly attracted the interest of Antonio Conte.
Arsenal have also been credited with an interest in N'Zonzi, as have Barcelona and Juventus, but Chelsea have received a boost in their reported pursuit of the 27-year-old.
When asked how he felt to be linked with Chelsea, he told L'Equipe: "It's nice, it's good.
"But I always say that this type of club is interested in other players too."