Middlesbrough.
Pellegrini's agent, Jesus Martinez, has since confirmed that there has been contact from the Blues' hierarchy probing the availability of the current Malaga boss, but admitted the contact is yet to be made formal.
"Chelsea and other clubs have asked, but only through intermediaries, nothing official," Martinez told Chilean newspaper El Mercurio.
"Manuel would love to coach in the English Premier League, as he would in Germany, Italy and other important leagues.
"Manuel has a contract with Malaga. I think that, in April and May, we will be clear about what will happen with his future.
"Our first intention is to respect our commitment to Malaga, but it also depends on what the conditions are. We had a formal offer from Roma, but we rejected it. It was less than 15 days ago, but we discarded it outright because we are in the middle of the season."
