Jose Mourinho told Croatian newspaper Sportske Novosti he attempted to persuade Luka Modric to return to the Premier League with Chelsea.
Modric, who played under Mourinho at Real Madrid, left Tottenham to move to La Liga in 2012 and came close to joining Chelsea before his departure for Spain.
Mourinho said: "I called Modric only privately but he doesn't want [to join] Chelsea.
"You know I really appreciate Luka Modric and his qualities. But he stays in Real Madrid."
Modric won the Champions League and Copa del Rey with Real Madrid last season and is expected to remain a key part of Carlo Ancelotti's plans this campaign despite the arrivals of Toni Kroos and James Rodriguez.