The Belgium international has been a long-term target for Chelsea and admitted he would like to play in the Champions League but will not demand a move away from Everton.
"Am I interested in Chelsea? It's normal, right? I've never played in the Champions League," Fellaini is quoted as saying in the Daily Mirror.
The 25-year old insisted he is happy at Goodison Park where he feels at home.
"I'm happy here, I know everyone, I get along with my team-mates. It's my home. On the other hand, I also want to take the next step. Fate will decide.
Everton paid £20million and do not want to sell me for nothing. If a big club wants me, they will have to pay the price," he said.
Fellaini was linked with clubs across Europe after reports revealed that he would be available if potential suitors activate his £30million buy-out clause.
Apart from Chelsea, Manchester City and Arsenal were also targeting the Belgian during the January transfer window.
Fellaini has scored 11 goals in 24 matches for the Toffees this season, with his perforamances attracting some of the top clubs in Europe. Fellaini has made 162 appearances scoring 31 goals for Everton since moving from Standard Liege in 2008.