The Ligue 1 champions have repeatedly been linked with a big-money move for Hazard, with interest particularly high during the World Cup.
The 23-year-old Belgian winger has previously flirted with a move to the French capital but made his intention to stay at Stamford Bridge clear over the summer.
And speaking to Canal+, Hazard said: “When I left Lille, I wanted to leave France, so I couldn’t have signed for PSG.
“Every year I’m the priority of PSG. But I’m Chelsea and this is where I want to grow. This is the most important.
“Never say never, but if I came back to Ligue 1, it would be with Lille, the team I support and I still love.”
Hazard did pay tribute to the Parisians who, after years of progress, are regularly competing at the top table of European competition.
“Today, Paris is in the same world as Chelsea, Real Madrid and Bayern, but if they want to be part of the best, they must win the Champions League.”