Earlier this week the 28 year old issued a "thanks but no thanks" message to Roma.
"At Chelsea I am well," said Malouda.
"I work in ideal conditions, in a beautiful environment with a new manager who has some really interesting technical methods.
"There was a lot of misinformation (in the press) about me, so much that the manager came to me several times to ask whether I wanted to stay or leave.
"Every time I responded that I would be remaining, and he (Scolari) has always showed a great deal of interest in me.
"For me, the case is closed. I am staying at Chelsea."