Drogba to announce new club soon
The Ivory Coast international is available on a free transfer after rejecting a new contract at the Blues.
Drogba is widely expected to join Chinese side Shanghai Shenhua and such a move would bring about a reunion with former Chelsea team-mate Nicolas Anelka.
However, United Arab Emirates club Al Wasl are reported to have shown an interest and the 34-year-old is close to finalising a decision about his future.
"The next step is interesting," said Drogba during a promotional visit to India.
"I will announce it soon. But as of now, you will just have to wait."
Drogba spent eight seasons with Chelsea after joining from Marseille and his final act for the club was to score the winning penalty in the shoot-out in last month's Champions League final against Bayern Munich.
He added: "Chelsea were very good for me. I shared a special relationship with the club.
"It was a difficult decision to leave them."