The Brazil international has been linked with a return to Los Rojiblancos after he struggled to dislodge Cesar Azpilicueta at left-back last season.
Filipe Luis was part of Dunga’s squad that crashed out of the Copa America at the quarter-final stage last month after a disappointing tournament.
But the Blues full-back was clearly happy with life on Sunday evening after he posted an appreciative Instagram snap.
Filipe Luis wrote the following caption: “#thanksGod”
The 29-year-old defender started just nine Premier League games following his reported £19m move from Atletico last summer.
The South American has been linked with a move back to Vincente Calderon with reports suggesting that he could be used as a makeweight as a deal to sign Koke.
Filipe Luis made four appearances in the Copa America.
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