Blues forward Hazard, whose contract expires in the summer of 2020, has been heavily linked with a move to European champions Real following the reappointment of Zinedine Zidane as head coach.
The 28-year-old has previously described the Spanish club as his "dream" move and labelled former France midfielder Zidane his "idol".
"At the moment, I didn't speak with Eden about Zidane so I don't know," said Sarri. "I am not worried because you know very well my opinion - I want in my team only the players who want to play for Chelsea, so I cannot be worried."
Meanwhile, Hazard is fully focused on Chelsea and has not spoken of a desire to move to the Bernabeu, according to team-mate Willian.
The Brazilian said: "No doubt, he's focused here. He's never said something about Real Madrid or stuff like this. He just wants to continue to play for Chelsea.
"Of course, Eden is a fantastic player, one of the best players in the world. He's my friend, one of the best players I've played with in my whole career.
"I just have to say I hope he stays with us. That's it."