It was revealed on Wednesday that Hazard is wanted by the reigning Belgian champions on a deal until the end of the 2013/14 campaign.
In order for such a move to be made, Zulte would have to agree to the cancellation of their season-long agreement with Chelsea.
They have given no indication that they are willing to do that, with club boss Francky Dury adamant that Hazard is going nowhere.
The 20-year-old midfielder has, however, looked to take matters into his own hands and force the issue.
Hazard - the younger brother of Chelsea playmaker Eden - is keen to step up a level and believes a spell at Anderlecht would be of greater benefit to his ongoing development.
He told reporters in Belgium: "Yes, I want to go to Anderlecht.
"I've just spoken with the manager and I've told him that it's time to move on.
"I'm grateful for what the club have done for me, I've had a great time, but lots of players have left and I don't know if I can achieve what I want.
"I don't know if the cup game against Cercle Brugge was my last one, that depends on negotiations between the clubs."