The Brazilian's deal at Stamford Bridge expires on June 30 and contract negotiations have ground to a halt after both parties failed to reach an agreement.
Willian was hoping to sign a new three-year deal but the Blues have only been willing to offer him a two-year contract and he now looks set to depart.
'Really a very beautiful story that I built at this club, I have a very special affection for the fans, for the people who work there and I identified myself a lot here,' he told Brazilian publication Expediente Futebol.
'Everyone knows that my contract ends now in a few months, so the renewal is really a difficult thing to happen.
'I think it will be very difficult for me to renew because Chelsea offered me two years, I asked for three and it ended there, we didn't talk anymore, we didn't negotiate anymore.'
Willian is likely to be in high demand this summer and was recently linked with a move to Serie A champions Juventus, who are managed by former Chelsea manager Maurizio Sarri.
When asked about his relationship with Sarri following those reports, Willian told ESPN Brazil: 'Sarri is a good coach. I can't tell you what happened. He had an interesting tactical part, he liked a beautiful game, with the ball.
'Even so, he won a title, the Europa League , and third place in the Premier League. You can't tell why it wasn't better. He was a very calm guy on a daily basis.'
However, the 31-year-old's preference is to remain in the Premier League, though he's admitted he is yet to receive an offer from another club.
He said: 'My desire is to stay in the Premier League, but I don't rule out playing in other leagues, no. I'll play until the end of the season and see what happens.
'We hear the rumours, we know that we have interest from clubs, especially because I'll be free in the market, I'll be able to negotiate, there are no offers for now.'
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