"I'm not sure. Maybe they think I can, but I know myself and I don't think I can".
He previously declared that he already made his decision about his Chelsea future, although he is yet to make it public.
Marco Silva's side paid Watford £40m to sign their superstar last summer, and want at least double of that amount if they are to let the 21-year-old leave for Stamford Bridge.
Higuain toiled on loan at AC Milan in the first half of the season, but the Argentina global previously hit 36 Serie A goals in a season for Sarri's Napoli. He then talked about the expectations on him and said, "I'm not at all selfish".
"Sometimes we keep possession, and I understand the fans want us to go forward, but it is part of the football".More news: Pep Guardiola hails Higuaín as Manchester City prepare for Chelsea
"I know he likes Madrid, it was his dream as a child to play there, but I also know he is very happy at Chelsea".
When asked about Higuain's claim that Sarri is a father figure, the Chelsea boss replied, via the Daily Mail,: "I hope I am the football father! But I speak with Eden about his position on the pitch", he said.
Asked why he connects with Higuain better than with Morata, Sarri added: "Mentally, I think that we're the same".
"He is the father of our football, of the football of Guardiola, of my football".
"I am very happy to be here".