The 20-year-old shot-stopper has been in impressive form for the La Liga side after moving to the club on a loan deal following his transfer to Stamford Bridge in July 2011.
Recent speculation has suggested that Madrid are keen to secure the services of the goalkeeper on a permanent basis, with Barcelona also reported to be interested in the Belgian.
But although Courtois admits that he is unsure what will happen next season, he insists he is still delighted to be a Blues player.
“Maybe if I was older and the club had tried to sell me but couldn’t, they would have sent me out on loan and forgotten about me, told me not to bother them,” Coutois told the Times.
“But that’s not true at all. They make sure I know they are interested in how I am doing.
“It is true that, at the moment, I am not sure what is going to happen next year because it is not only me that decides. It was me that decided to go to Chelsea, though, and I am really happy to be a Chelsea player.”