The 24-year-old joined Chelsea from Porto in 2013, but has not made a single appearance for the Blues and made a loan move to Malaga in January following short-term spells at Vitesse, Everton and Bournemouth.
As it stands, the Ghana international will return to his parent club at the end of the season, but Atsu wants to sign a permanent contract at La Rosaleda.
"The decision does not depend on me, so I have to wait," Atsu told Marca.
"I have not received any offers from Malaga yet. I have a contract with Chelsea but I think everything is possible in football. However, I am aware that is not my decision. I am very happy here because I'm living a very positive experience.
"The truth is that I realised very quickly that the decision to come here was right."
Atsu has scored once in 10 La Liga appearances for Malaga this season.