The 29-year-old turned out for the Blues between 2012 and 2017, scoring 38 times in 203 appearances for the capital giants in all competitions before joining Shanghai SIPG.
The Brazilian has almost four years left to run on his current deal with the Chinese outfit but has said that he wants to return to Chelsea before the end of his career.
"I think about finishing at Chelsea because I had good times before at Chelsea," Oscar told talkSPORT. "Chelsea helped me a lot to improve and to do what I always dreamed [of], which was to play in the Champions League and they helped me to play in the World Cup and to win the Premier League.
"I have a lot of friends at Chelsea. If I have a chance to finish my career at Chelsea, it's a dream for me. Of course, Chelsea don't like to buy too many older players, which is normal because it's a top team from Europe, but I will try my best to be fit to finish there."
The South American won two Premier League titles, one League Cup and the Europa League during his time at Stamford Bridge.