The Blues forward has also spoken about the possibility of becoming captain in the future.
It has been an impressive 2014/15 season for the Belgian as he and his side ended up as Premier League champions and won the Capital One Cup, while he was also named PFA and Football Writers’ Player of the Year respectively.
One area the Blues did come up short, though, was the Champions League, with a disappointing display against PSG seeing them exit at the last 16 stage. And Hazard says he wants to be playing in the final next year rather than watching from home - with Barcelona and Juventus set to do battle for continental football's biggest prize on Saturday.
"It’s always good to see the final, but it’s better if you play in it,” he said.
“This season it was not for Chelsea, but I hope next season we will be in the final.”
The forward is currently on international duty with Belgium, with him set to captain the side against France on Sunday and then again in their vital European Qualifier against Wales next Friday.
The captaincy is a new experience for Hazard but is a challenge he will embrace and, while he has admitted that he would like to be Chelsea captain in the future, for now his objective is to play and win trophies, with the armband at Stamford Bridge still very much in the possession of John Terry.
“Yes, but in my club it’s one guy, called John Terry,” he said when asked about the possibility of being Blues captain.
“If I can one day, no problem, but it’s not my objective. My objective is to play and win trophies. For me it will be the same, captain or not. I try to give my best and play my best football. I try to be the best all the time and show everybody how good I am."