He told Radio Marca: "When the best teams in the world are interested, you are proud that things are going well.
“Who would not be happy to have teams interested in you?
“Making the jump to one of the biggest teams in the world is always happy."
The Cadiz-born ace was also asked about Julen Lopetegui’s dismissal from Real.
Chelsea news: Suso has been linked with the Blues (Image: GETTY)
Suso, however, had little sympathy for his countryman.
"He's a coach who does things very well, but he did not do well at Real Madrid,” he added.
“Coaches are based on the results and the club believed that it was not getting the proper results and decided to dismiss him."
To make matters worse for Chelsea, Suso suggested that he ideally prefers the Mediterranean lifestyle, having ditched Merseyside for Milan in 2015.
"Playing at home is always beautiful,” he explained.
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Chelsea news: Suso has impressed at AC Milan (Image: GETTY)
“Now I am in a country whose culture is very similar to the Spanish one and at this moment I am very happy there."
Suso is already familiar with the Premier League.
Liverpool had him on their books from 2012 until 2015 but he made little impact and was offloaded.
Yet a move away from the San Siro to another Serie A side could also be in the making after he openly admitted earlier in the season to being courted by rival clubs.
“We had several offers, four or five,” he said.
Chelsea news: Maurizio Sarri is eyeing Suso (Image: GETTY)
“But the club was not willing to negotiate. I always say that I love Milan and my family is very happy.
“We’ll sit down to talk with the new ownership about renewing again. I renewed my contract in November and may be able to do it again soon.
“And for me it’s a pride. Even though Juventus have been in charge of titles, everyone knows and feels that Milan is one of the strongest clubs.
“It will be a joy to say that I’ve been an important player at Milan.”