Michy Batshuayi's expected switch to Chelsea has moved one step closer with the striker announcing his exit from Marseille will be confirmed on Sunday.

Batshuayi was given the green light by Belgium coach Marc Wilmots to leave its UEFA Euro 2016 base and undergo a medical earlier this week.

The 22-year-old said his transfer is set to be finalised this weekend, with Chelsea the front-runner to secure his signature despite interest from West Ham United and Crystal Palace.

"This should be formalised tomorrow [Sunday], I will leave Marseille this summer," Batshuayi posted on Instagram.

"Above all, I particularly wanted to thank all the supporters of Marseille. During these two years at the club that I have loved since childhood, you showed me all your love and support.

"It is a great honour to have worn this jersey at the [Stade] Velodrome, this unique atmosphere in France is beautiful. I thank Marseille's leaders for trusting me and the coaching staff with whom I worked, which helped me to mature and grow.

"I have evolved over the seasons under the orders of [former Marseille] coach Marcelo Bielsa and it has been a privilege, and I would hope to accomplish all that he wished me later in my career.

"Also thank you to coach Franck Passi for supporting me and advising me since my arrival in Marseille, and my team-mates during those two seasons.

"I hope to continue to make you proud in my new club, and obviously continue to follow closely the results of Marseille."

Batshuayi scored 17 Ligue 1 goals in 36 appearances for Marseille last season and came off the bench late in Belgium's 3-1 UEFA Euro 2016 quarter-final defeat to Wales on Saturday (AEST).