The Italian worldwide has a clause in his contract that means he can leave for £85m if a non-Italian club makes an offer and Zola believes the 23-year-old is worth the risk, especially if the Blues want someone similar to Costa.
Chelsea continue their quest to find a long-term replacement for Diego Costa, with Belotti remaining a key target.
Belotti scored 28 goals in all competition last season.
And The Independent reckon Chelsea are desperate to please Conte and could pay £89m for Belotti.
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"For now no-one has come in for him".
'I want to understand his intentions, I'm happy for him to stay, not least because we've given up interesting options which didn't reach the €100m clause.
"I'm glad he's with us and hope he stays".
"They weren't real offers, but there were contacts".
Chelsea are set to submit a bid for Andrea Belotti. "I thought that considering the type of qualities Costa has, that Belotti was the ideal fit", he told talkSPORT.
The 23-year-old enjoyed a superb 2016/17, narrowly finishing in third place in Serie A's Golden Boot race, with 26 goals, while assisting a further seven. He's a different player, he brings other qualities.
Napoli's Duvan Zapata is understood to be a target for Torino if they end up selling Belotti, with the Serie A club's president, Urbano Cairo, admitting there has been interest in their star forward.