The 32-year-old’s contract at Stamford Bridge expires at the end of the season, when he will be free to join any club of his choice.
Pedro is however willing to extend his stay in London although contract talks are yet to begin.
"As many people know, my contract is up in May, but I still haven't spoken to the club about whether or not it will be renewed and whether I'll carry on," he told the club's website.
"I've seen loads of messages from Chelsea fans saying goodbye and thanking me for the time I've spent here, which I appreciate, but I'd like to tell all the fans simply that my current contract is coming to an end but I still have to talk to the club.
"I don't know whether I'll keep playing here or not. That conversation is still to come. But I have not signed for any other club. I belong to Chelsea. I have a contract.
"My wish is to be able to stay here but obviously we don't know what will happen. I have to speak to the club and let's see what happens."
Pedro has made 18 appearances in all competitions for Chelsea this season.
The 2010 FIFA World Cup winner joined Chelsea from Barcelona in the summer of 2015 and has so far won the Premier League, FA Cup and Europa League.
