The Spanish attacker, 32, was quoted as saying he was terminating his contract with Chelsea, with his deal expiring at season's end.
Pedro said his desire was to remain with the Premier League club, although he is still unsure what his future holds.
"As many people know, my contract is up in May, but I still haven't spoken to the club about whether or not it will be renewed and whether I'll carry on," he told the club's website.
"I've seen loads of messages from Chelsea fans saying goodbye and thanking me for the time I've spent here, which I appreciate, but I'd like to tell all the fans simply that my current contract is coming to an end but I still have to talk to the club.
"I don't know whether I'll keep playing here or not. That conversation is still to come. But I have not signed for any other club. I belong to Chelsea. I have a contract.
"My wish is to be able to stay here but obviously we don't know what will happen. I have to speak to the club and let's see what happens."
Pedro has made 18 appearances in all competitions for Chelsea this season, scoring twice.
With sport brought to a standstill by the coronavirus pandemic, Chelsea were fourth in the table when the Premier League was suspended.