The defender played in Senegal's 2-1 victory over Poland at the World Cup in Russian Federation and made the revelation when speaking to journalists after the game.
"At the moment there are a lot of rumours about me, but we'll see what happens and what happens in the future - at the moment, it is only talking but nothing is decided", the 51-year-old said.
The former Napoli boss is closing in on a move to take over at Stamford Bridge, and wants the 31-year-old to come to London along with him.
"They [Chelsea] can expect nice football because he is a very good coach", Koulibaly told Talksport about Sarri.
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'We know we can win something with him.
'At Napoli we enjoyed it very much as players and the supporters enjoyed it very much.
Maurizio Sarri is moving ahead with finalising the makeup of his backroom staff at Chelsea after moving closer to securing Giovanni Martusciello, Inter's technical collaborator. I think Chelsea fans will enjoy the style of football he plays.
Golovin has been with CSKA his entire professional career after progressing through their youth ranks and has developed in to one of the best players in Russian football since breaking in to the first team set-up three years ago.
It is not yet clear what will happen to Chelsea's current manager Antonio Conte with the club undecided on his future but it now appears nearly certain that Sarri will be at Stamford Bridge next season. One main reason for this downfall has been the shaky Chelsea back line that has conceded way too many goals this season.