The Senegalese striker moved to Stamford Bridge in January 2013 from Newcastle United.
He has struggled to hold down a regular role with the Blues, with the likes of Fernando Torres and Samuel Eto'o ahead of him in Jose Mourinho's attacking pecking order.
Ba has not started a game since December and has reportedly grown increasingly disillusioned with life on the sidelines.
He is now ready to start afresh away from west London and has his representatives working on another transfer - with his preference to remain in the Premier League.
Ba, who first arrived in England at West Ham United in January 2011, told RMC: "My agent has spoken to the club about a departure and he has started speaking with other clubs about a contract for next season.
"I hope we can find the best option possible. I'd like to stay in England. I like other leagues, too. I'd like to try the Italian league.
"Nothing's been confirmed but there are a few teams in Italy who play very good football."
For now, Ba's focus is locked on ending his Chelsea career on a high - with the Blues still in the hunt for Premier League and UEFA Champions League honours.
He added: "That would be the best way to go out the door.
"If I leave with at least the title or the Champions League, that would be exceptional."