The Spain international left the Champions League winners for the first time and completed a switch to Juventus in 2014. He won two league titles and two Coppa Italia with the Turin club before returning to Santiago Bernabeu in 2016.
Morata was frustrated with the lack of playing time under Zinedine Zidane last season, which forced him to make a move away from Real. Antonio Conte's side were successful in landing the striker, who signed a five-year deal at the west London club.
On Spanish football show Espacio Reservado, journalist Julio Maldonado asked the frontman, as quoted by the Daily Mail: "If tomorrow they call you from Madrid, do you go straight back or would you have to think about it?"
Morata replied, "I have to respect Chelsea who have made a great effort for me. And I'm very happy here. But Madrid is always Madrid."
He scored 12 goals in all competitions, including 10 goals in the Premier League for the English champions. The 25-year-old is currently sidelined with injury and has struggled to impress as he is yet to score in this calendar year.
The Spaniard last featured for the Blues in his side's FA Cup win over Norwich City on 17 January. A back injury has forced him to stay away from the pitch and Chelsea manager Antonio Conte is unaware when the player will return to action.
"Players like Morata are very important for us and have been missing for a long time. I don't know how long he will be out," Conte explained, as reported by the Mirror.
"We are struggling to find a solution to solve the pain in his back. If you ask me whether he needs a day, a month or the rest of the season, I don't know. For this season, I am a bit worried. You very well the importance of the player."