The 31-year-old French international has been linked with moves to Anzhi Makhachkala, Paris Saint Germain, and Brazilian side Palmeiras in recent weeks.
Blues boss Andre Villas-Boas is aware of Malouda's stance, and has reassured the midfielder he remains part of his plans moving forward.
However, unless something changes pretty quickly then the former Lyon man will push for a transfer before the close of the transfer window.
"I am the kind of player who needs to play week in, week out and the manager knows that," he told the Sunday Star. "I am expecting to start more games because that's my standard and it's what I've been doing for the last two seasons.
"I am trying to show, when I get the time, that I have the quality to start games."