Man City released Willy Caballero at the end of the 2016/17 campaign and the goalkeeper signed Chelsea as a free agent that summer.
The 38-year-old has been second-choice goalkeeper at Stamford Bridge and his matches have been mainly restricted to cup competitions.
Spanish newspaper AS interviewed the South American and asked how his life is at the the Blues. He said: “Very good. Enjoying it at Chelsea and with my family. I have been fortunate to be playing for many years in great teams.”
His deal with the Europa League winners ends in 2020, meaning he could sign any club on a free transfer after this season, if Chelsea decide against offering him an extension.
Caballero had seasons at Malaga and Elche in Spain before moving to England.
The custodian was questioned if he will consider transfer back to Spain or return to Argentina after this campaign, Caballero responded: “I end the contract at the end of the season and we’ll see what happens in the future.
“I do not have to return to Argentina because I feel more like a European player. Here I came very young and I left my country at 22.”
“I would like to return to Spain. Elche or Malaga? Of course, but it’s not just about what you want, it’s about [the clubs] wanting you and giving you the circumstances.”
“At the moment, I’m a Chelsea player and will see what happens in June.”
Frank Lampard has Kepa and Caballero as the only experienced keepers at the club and used Chelsea U23 keeper Jamie Cumming as a replacement in his side’s EFL Cup defeat to Manchester United.