The 23-year-old midfielder scored in back-to-back matches for the first time since moving to west London after netting in a 3-1 win away at Crystal Palace on Monday night.
The £106.8million signing from Benfica has recently been linked with a move away.
However, when asked at Selhurst Park about his future, Fernandez insisted he is committed to Chelsea.
“I don't want to leave Chelsea," he told ESPN. “I have been very good here with my teammates and coaching staff from the first day I arrived.
— Chelsea FC (@ChelseaFC) February 13, 2024
“The people at the club are treating me very well; I'm grateful for that. I will continue here until they want me to [leave].
“I don't know where those rumours came from; they had appeared on social networks. I [have] come out to totally deny that.”
Fernandez also scored a stunning free-kick at Villa Park on Thursday and held up his No8 shirt when celebrating with the away support in the Midlands.
The message was seemingly that his future remains in west London and his agent, Uriel Perez, has made it clear they understood this project built around young players may take time.
“Both Enzo and I are very clear on what this project is, which was transmitted to me on the day of the World Cup final," Perez told ESPN last week.
“[Chelsea] were very clear that it was a project that was going to take time, especially from a sporting standpoint because they were going to change the squad.
“They were going to try to bring the best youth players and one of them was Enzo. They were aware that it was going to take one, two or even three seasons for the team to start fighting for important things.
“But they said that once the team was assembled, it would start to compete for titles. I think the team has a lot of quality, very good players, and the only thing missing is that it fits together.”