However, the Frenchman is keeping the tabs open for Liverpool, as he went on to say: "But the transfer window is still long and everything goes very quickly in football".
Fekir is believed to be desperate for a new challenge and wants to leave Lyon to take his career to the next level.
He has always been considered as one of the finest talents in Ligue 1, and was even entrusted with the captain's armband last summer.
On being asked about his future Fekir told Lyon's official TV channel, he is happy to stay at the Ligue 1 club but didn't deny the possibility of a move away from the club.More news: Newcastle players shun media in dispute with club over bonuses
More news: Willian Confirms FC Barcelona Offer, Chelsea FC Stay
More news: Meeting in Trump Tower Was to Get Information on Clinton
As you can see, I am in Lyon.
At the time a statement on the Lyon website said: "Transfer negotiations with Liverpool and Nabil Fekir for the transfer of the captain of OL have not succeeded and Olympique Lyonnais have made a decision to put an end to this negotiation tonight".
Ferland Mendy and Tammy Abraham then came close for their respective sides, the Lyon left-back cutting onto his right before rifling over, and the Chelsea forward sending his header wide after it bounced into the ground.
Hazard, who has been linked with Real Madrid amid much speculation over his future, was given a hero's reception by Chelsea fans when brought on in the second half.
The versatile attacker was the subject of negotiations between Liverpool and Olympique Lyonnais earlier in the summer while reports in France have claimed Chelsea are considering a late bid before Thursday's deadline.