The 17-year-old has already been linked with a host of top clubs, including Real Madrid, Manchester United and Tottenham, who had a reported £25million bid for him rebuffed last year.
Sessegnon has scored 13 goals for the Cottagers in the Championship this season as they currently sit fifth in the table and are battling for promotion.
However, the teenager, who recently claimed the Young Player of the Year prize at the London Football Awards, has hinted he will look to play in the Premier League next season – even if Slavisa Jokanovic’s side fail to make it.
Sessegnon said: ‘The way the team plays is good and is helping me to become a better player. I think for any young player playing outside the Premier League, the dream is to be in the Premier League. So I think winning this award makes me want to keep improving as a player.
‘If you look at those two young English players [previous award winners Kane and Alli], they’ve done it at a young age and they’re doing it currently in the Premier League.
‘I’m no different to any other player, I just want to play at the highest possible level.’
Pedro stepped off the bench to send Chelsea into the FA Cup semi-finals after they beat Leicester 2-1 at the King Power Stadium on Sunday evening.
RB Leipzig came from behind at the Red Bull Arena to end a run of four winless games and defeat Bundesliga leaders Bayern Munich 2-1 on Sunday.