The 32-year-old was quoted in an interview with Spanish radio station Cadena SER discussing his plans for the future and suggesting he would leave the Blues when his contract expires this summer.
But Pedro has now sought to clarify his remarks, claiming he was misquoted by media outlets, and says he hopes to extend his five-year stay in west London.
"As many people know, my contract is up in May," the winger told Chelsea's official website.
"But I still haven't spoken to the club about whether or not it will be renewed and whether I'll carry on.
"I've seen loads of messages from Chelsea fans saying goodbye and thanking me for the time I've spent here, which I appreciate, but I'd like to tell all the fans simply that my current contract is coming to an end but I still have to talk to the club."
Pedro had fallen down the pecking order earlier in the season under Frank Lampard but recently enjoyed a short run in the team, before the coronavirus pandemic forced the Premier League to suspend fixtures until April 30.
And the former Barcelona star, who has been linked with a return to Spain, admits he is unsure over what his future holds.
"I don't know whether I'll keep playing here or not. That conversation is still to come. But I have not signed for any other club. I belong to Chelsea. I have a contract.
"My wish is to be able to stay here but obviously we don't know what will happen. I have to speak to the club and let's see what happens."