The Brazilian full-back impressed throughout last season as Atletico secured the league title and reached the UEFA Champions League final, and his form has seen him linked with a move to the Premier League.
With Ashley Cole not offered a new contract at Stamford Bridge there is a gap in Chelsea's defence that the Brazil international could challenge with Cesar Azpilicueta for.
Manuel Garcia Quilon, Filipe's agent, confirmed that Jose Mourinho's men had shown interest in acquiring the 28-year-old but any move was unlikely due to Atletico's reluctance to sell.
"The interest is there (from Chelsea), but Atletico will not sell," Garcia Quilon told AS. "They are determined to keep much of the squad for next season.
"We'll see what is happening with different players, but the intention is not to sell to anyone."
Filipe made 32 appearances in the league for Diego Simeone's men last season, and has spent the last four campaigns at the Vicente Calderon.
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