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The 29-year-old completed a move to the Blues from Porto in 2013 but struggled to nail down a place in the team.
Atsu was subsequently sent out on loan to Vitesse, Everton, Malaga and Bournemouth, before finally joining Newcastle United in a permanent deal.
Some have blamed the winger’s career choice as the reason he failed to reach his peak, but Atsu insists he made the right choice by joining Chelsea.
“That [joining Chelsea] was the right decision that I made, if someone tells me this road is wrong, they must know what would have happened if I’d stayed at Porto," he told The Athletic.
"Would I be at a big European club now? Maybe, but nobody can tell me that for certain. If Chelsea want to sign you, how can you say no?
"I believed I could make it at Chelsea so I went there. It didn’t happen but that does not make it a bad move.”
Atsu recently parted ways with Newcastle United after failing to make a single Premier League appearance last season.
According to him, although he has loved living in England, he is looking to move to a club in another European country.
“I am weighing up my options. I would prefer it to be warm weather, but we’ll see,” the 29-year-old stated.
“I’ve loved being in England and I have offers from here but I think I need to move away. I might stay in Europe. I have to decide."