The Brazil starlet turned down the chance to join the Blues last summer and instead trebled his money by agreeing a new five-year deal at Santos.
The 19-year-old striker, who this season scored both goals in a 2-0 friendly win over Scotland at the Emirates Stadium, has also been linked with European powerhouses Barcelona, Real Madrid and Juventus.
Samba style: Neymar made a mark at the Emirates with two goals against Scotland earlier this season
But Neymar revealed that it was Chelsea's interest that excited him, and that his Brazil international team-mates at Stamford Bridge, David Luiz and Ramires, had told him all about life on the King's Road.
The Santos star also expressed admiration for Manchester, although some doubt remains over which club he was referrring to as he mentioned neither United or City directly.
Naymar said: 'I was very happy about Chelsea's interest because it is a club which every player would like to play for, but at that moment the right decision was to stay at Santos.
'To play in Europe is my dream. I was very proud of Chelsea's interest and I hope to keep playing well so that this proposal can happen again.
Home sweet home: Neymar (left) chose to stay at Santos despite an offer from Chelsea last year
'I know about these teams; Chelsea, Manchester - to play for them are the dreams of all players.
'I know about players in England - Drogba, Lampard, Gerrard - these are very good players. I have spoken to Ramires and David Luiz and they say England is a very good country and London is a beautiful place to live.'
But Neymar also revealed he had not made his mind up as to which European club he would like to join when he finally leaves Brazil, saying: 'I do not have any preference - the decision belongs to God.'
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