The 17-year-old defender, who has already represented Denmark at Under-21 level, moved to Stamford Bridge from Brondby in 2012.
Christensen was an unused substitute as Chelsea beat Everton on the final day of last season, but he is yet to make his Premier League debut.
The centre-back has had assurances that he remains a part of the Blues' plans and he is now hoping to work his way into Jose Mourinho's set-up.
"They tell me that I've still got a future at Chelsea and they still have confidence in me," he told Politiken.
"Therefore, a club move is not something I am considering right now. I am playing for the Under-21s and would like to get more involved with the first team.
"That is what I am working for right now and we will see where it leads."
Christensen also believes that lining up alongside players who are older than him for Denmark Under-21s will also help his progress.
He said: "That is a big boost for me personally, but I've still got to continue to work hard because there are many good players in this squad. The age is not something I am thinking about."