Atsu is on a season-long loan at Newcastle United from the Premier League club.
The 25-year-old – who has had a series of loan spells away from Stamford Bridge since arriving in England in 2013 – is looking to earn a permanent move to St James's Park.
Atsu doesn't believe he has a future at Chelsea, who lead the Premier League.
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"It is difficult for me and Chelsea," said the Ghana international, who is in the squad for this evening's game against Wolverhampton Wanderers after returning from the Africa Cup of Nations.
"You can see the kind of wingers they have. I have to keep working hard.
"I spoke with (Chelsea manager Antonio) Conte. He is a good manager, very serious in his work. I need to keep fighting for Newcastle and do well here."
Atsu is hoping for a double celebration at the end of the season.
"I will be very happy if Chelsea win the Premier League and Newcastle get promoted," he said.