A Blues statement read: "The pair have spent the majority of 2015/16 on loan with Reading in the Championship, but are now back at Cobham working with Guus Hiddink and his staff."
Hector will train with the Chelsea squad for the first time having been signed last summer for £4.5million but remained at the Championship side this season.
He said: "I think it is a compliment in many ways because if you are being linked with teams then you are obviously doing the right things.
"I have two years left on my contract at Southampton and I have loved my time here. I can't thank the club enough for the way they have stood by me when I was injured.
"I'm just concentrating on the day-to-day business here at the club and then hopefully I can have a good summer with England."
The Belgian has had a troubled campaign, with injury and poor form meaning he only scored his first Premier League goals last weekend.
"There is a lot of nonsense said, that's for sure," he told French TV channel Antenne Centre.
"Every day there are different things if you believe it. My contract ends in four years.
"For now I am at Chelsea (and have) no worries, 100 per cent.
"It's true that I'm even better than I could have imagined, both in football and in my private life!
"I am at one of the best clubs in the world and in the best league. And in my private life, everything is also going very well. At 25, I feel in the right place."
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