The forward has been linked with a move to Real Madrid, with Sky Sports reporting that the Galacticos are increasingly confident of signing the 28-year-old this summer.
Chelsea manager has suggested that the reported £100m asking price by Chelsea for Eden Hazard is too cheap for the Belgian but admits he is powerless to keep him at Stamford Bridge.
Hazard was in great form for Chelsea on Monday night, as they got a routine 2-0 win against West Ham to move into the third position in the Premier League.
And following his fine showings at the Bridge, Sarri has weighed in on the speculation surrounding the player and how Chelsea are managing the situation.
"[£100m] is too cheap, in this market it's too cheap. We have seen in the last market window every price I think. So I think it is really very hard to change Hazard with another player," Sarri told Sky Sports.
"I cannot do anything [to keep him], because the club agrees with me, but if Eden wants to make another experience, it is very difficult to keep him, I think.
"[We will try to persuade him] that we are trying to improve, to become one of the best teams in England, and as a consequence in Europe, but I think I have to respect his decision."
The away fans kept chanting "He's off to Madrid" during the game, suggesting that the talismanic winger was only playing his last games for the Blues.
Hazard, however, thinks those claims are unfounded as he is only focused on Chelsea.
"They are wrong. I'm just focused with Chelsea until the end of the season. I just want to finish in the top four and win the Europa League. We still have a lot to do, and then we will see.
"Now we are in a good momentum. We've won three in a row and for the mentality, it's good to keep going like that. Top four is our target, winning the Europa League is our challenge, so we have to keep fighting on both fronts. We can do it."