"I end the contract at the end of the season and we’ll see what happens in the future,” Caballero told Spanish newspaper AS.
“I do not have to return to Argentina because I feel more like a European player. Here I came very young and I left my country at 22.
“I would like to return to Spain. Elche or Malaga? Of course.
“But it’s not just about what you want, it’s about [the clubs] wanting you and giving you the circumstances.
Willy Caballero, Kepa Arrizabalaga and Jamie Cumming form Chelsea's first-team goalkeeping options (Image: Getty)
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Willy Caballero was the Chelsea keeper beaten by Marcus Rashford's menacing free-kick (Image: Getty)
“At the moment, I’m a Chelsea player and will see what happens in June.”
There is a question mark over how many games Caballero will play for the rest of the season with his only two appearances thus far coming in the Carabao Cup, which Chelsea were knocked out of last month.
The 38-year-old remains the obvious stand-in for Arrizabalaga, though, with academy product Jamie Cumming the only other choice for Frank Lampard.
As a result, it is highly unlikely Chelsea will sell Caballero in January as a means of cashing in before he can leave for free in the summer.
Caballero can sign a pre-contract agreement with foreign clubs in January, however, if he wishes to move for free come July 1.
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