The Celtic goalkeeper was heavily linked with a move to Stamford Bridge in the January transfer window.
Antonio Conte wanted to sign a back-up goalkeeper, letting Asmir Begovic join Bournemouth.
However, the move failed to materialise and Gordon stayed at Celtic.
Gordon is on course to win a historic treble with the Scottish giants if Brendan Rodgers' men beat Aberdeen tomorrow in the Cup final.
And the 34-year-old has discussed his January decision, claiming he wouldn't have been given game time under Conte and he's happy at Celtic.
When asked if he regrets not moving to the Premier League, Gordon said: “No, not really.
“That was what happened and you move on and play. They picked up the trophy, the chances are I might not have played many games.
“I walked out at Celtic Park to the show for the Lisbon Lions and the whole day was phenomenal.
“There would have been positives no matter what so I’m quite happy whatever had happened.
“But that was a good day and hopefully we can have some more.”
Chelsea lifted the Premier League trophy last week and they're back in action tomorrow against Arsenal in the FA Cup final.
