Chelsea manager Maurizio Sarri said he must “respect Eden Hazard’s decision” if the forward wants to leave Stamford Bridge this summer.
Reports on Monday suggested Real Madrid are eager to secure a £100m deal for the 28-year-old Belgium international.
Hazard later scored twice, including one of the goals of the Premier League season, in a 2-0 win over West Ham.
“If Eden wants another experience it’s very difficult to keep him,” Sarri told Sky Sports.
“Eden played a wonderful match. When he is able to play like this we are lucky because it is easy to win.
“£100m is too cheap in this market – we have seen in the last windows every price.
“The club agrees with me [about wanting to keep Hazard].
“We are trying to improve. We are trying to become one of the best teams in England and, as a consequence, in Europe – but I think I have to respect his decision.”
Speaking to BBC Radio 5 Live, the Italian added: “I hope that it is not true. Every coach wants to keep a player like him.
“It’s a disaster when a player like Eden decides to change team. It’s very difficult to find another player at the same level because in the world there are only two or three players at the same level.
“We have to try something different [if he leaves], not find another Hazard. In this moment he is unique.”
Real manager Zinedine Zidane said last week he has “always appreciated” Hazard, but any deal could be complicated by the Blues having been placed under a transfer ban.
They cannot register new players until January 2020 for breaking rules over the signing of foreign under-18 players. Their appeal against the decision will be heard by Fifa on 11 April.
When asked about West Ham fans singing that he was off to Real Madrid in the summer during Monday’s match, Hazard – whose contract expires in the summer of 2020 – said: “They are wrong. For now, I am just focusing on Chelsea until the end of the season.
“We still have a lot to do and then we will see.
“We have won three in a row. For the mentality, it is good to keep going. Top four and the Europa League is our target so we need to do well in both – but we can do it.”