Costa, Courtois and Hazard could attract interest, while the club are hoping to agree a new deal with Willian.
They report that Thibaut Courtois, Diego Costa and Eden Hazard could be subject to big offers, while there is also likely to be interest in Willian from Bayern Munich, Paris Saint Germain and Juventus - but Chelsea are hoping the Brazilian will sign a new contract at the club.
Chelsea are said to be concerned that Willian's excellent performances even when the team hasn't been playing so well are likely to attract offers from elsewhere, but he could commit to a new deal until 2020.
As for the other members of the squad, they all have three years left on their contracts, and losing them could be a huge blow ahead of next season.
Costa has found his goalscoring form against under Guus Hiddink, while in Courtois Chelsea have a top class goalkeeper - who some suggest is among the best in the world. Though they will all command huge fees given their talent and contract situations, replacing them could be a little harder if they didn't have the attraction of the Champions League to lure players to the club.
The report also indicates that Willian could wait for developments as to who the new manager could be at the start of next season, but that surely has to come into the thinking of any players who may be considering their future at the club.
The reigning Premier League champions had a disastrous start to the season which saw the side plummet down the table, and were three points above the relegation zone by the time Jose Mourinho was relieved of his duties as manager by the club.
There has been something of a recovery since, but Champions League qualification looks highly unlikely. The Blues currently occupy 12th place, and while relegation fears may have been eased somewhat, if there were any, they still remain 14 points off the fourth and final Champions League place.
It looks as though their best chance of competing in the competition next season will be by winning the tournament themselves - and they face a difficult task after losing the first leg of their last-16 tie to Paris Saint Germain at the Parc de Princes 2-1, but they still have a real chance of making it through to the last eight thanks to that away goal.