The Blues were heavily linked with a move to sign the 31-year-old striker as Antonio Conte looked to strengthen his squad at Stamford Bridge.
The west London side were believed to be in talks with Roma about the possibility of bringing the former Manchester City striker back to the Premier League.
However, a move failed to materialise as he ended up staying at the Italian club and Chelsea FC brought in Olivier Giroud from Arsenal.
Now, Dzeko has spoken for the first time since the failed transfer and has insisted that he is full of respect for Chelsea FC.
Dzeko is quoted as saying by Metro: “It’s true that negotiations were being conducted, and that’s all I can say on the subject.
“There was a lot of speculation, as well as false and even funny claims. I was really flattered by the interest from Chelsea, a club I really respect and admire.
“In the past few weeks a lot of stories have circulated about me leaving Roma and yet I’m still here.
“In the end I’m happy to stay at Roma, because Rome has become my home and an indelible part of my life.
“From the first day they’ve accepted me in Rome in an unreal way and I will never forget that, I’m tied to this city by some of the happiest moments of my life.”
Meanwhile, Chelsea FC are currently preparing for their trip to Watford in the Premier League on Monday night.
The Blues head into the game looking to try and get back to winning ways in the top flight after their suffered a shock 3-0 loss to Bournemouth in front of their home fans last week.
Chelsea FC are aiming to at least finish in the top four this season as they look to qualify for next season’s Champions League.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news