All is not well at Chelsea as Caicedo, 24, joins midfield partner Enzo Fernandez in refusing to rule out a move to Real Madrid.
Fernandez, 25, has been suspended for Chelsea’s next two games against Port Vale and Man City for his comments made during the international break.
Speaking in an interview with Spanish outlet AS, Caicedo appeared to be open to a move to the Santiago Bernabeu but insisted he hasn’t thought about his future.
"You never know in football, don't you think?” he said.
“I have a contract with Chelsea now. The truth is, I haven't honestly thought about another club, about leaving London, but well, in the end, you never know in football.
“All I want is to enjoy myself. I have a contract and I want to keep playing as long as God allows. After that, we'll see what happens.
“I have a contract, but we'll see what the future holds. Let's see what surprises await us.
"Chelsea is a great club. They've helped me a lot since I arrived. I want to repay them, to show it in every game, for as long as I'm there. And well, time will tell."