The left-back has been missing from the starting line-up of the last two Madrid games.
He is one of a number of players singled out for criticism in what has been a disappointing first half of the Primera Liga season for Real.
But the Brazilian has dismissed any move to Chelsea and says his heart will be his guide should he depart the Bernabeu.
"I am happy at Real Madrid and I believe that from here I will only leave for Santos the team of my heart he told Correio da Manha.
"I can confirm that there was a possibility to go to Chelsea but I felt that the best for me was to remain me in Madrid."
The defender backed Manchester United coach Carlos Quieroz who was dismissed after a trophy-less campaign as Real coach last season.
He said: "The fault was everyone's although the coach paid for the lack of results. Judging him is very difficult when he won nothing but the work of Queiroz had a lot of value and do not I have any doubt that he will succeed in Manchester."