"At the moment, nothing has happened, so I can't say anything", Hazard said.
Chelsea manager Maurizio Sarri (left) and coach Marco Ianni (right) during the training session at The Olympic Stadium, Baku.
Hazard has been strongly linked with a move to the Bernabéu, with speculation intensifying about his future in recent weeks.
With the season finished for Real Madrid, attention has turned to the summer transfer window and the club's rebuilding project with president Florentino Perez indicating that he wants Eden Hazard in the Spanish capital.
Additionally, Hazard is a far cheaper option than Neymar who went for a record $222m a few years ago, and would cost ridiculous sums of money in wages which could upset the wage-bill of even heavyweights like Real Madrid.
"Any game I played in, whether it's five-a-side, before a cup final or not, I only played the same way".
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"We lost the League Cup final, so at the end of the season this is the trophy we can go for", Hazard told a pre-match press conference.
"For me at the beginning of the season it was really very hard to understand my players, to understand the mentality, but after a very hard month in January, in February they started to change", he said.
Emery says he was brought in to help the team compete at the elite level once again, but insists winning trophies was not a requirement when he took the role.
Hazard joined Chelsea in 2012 shortly after the club won the Champions League and has grown into a key player for the Blues on their quest for silverware.
He had earlier suffered a hamstring injury during the Premier League meeting with Watford at the start of the month.
The Gunners must beat the Blues in order to qualify for next season's Champions League, having missed out on a top-four Premier League finish.
Hazard has always been linked to a move to the Bernabéu, with talks between Chelsea and Real are due to resume between this week.