Express Sport understands Barcelona have offered Chelsea a £50million player-plus-cash deal for Willian.
The Spanish club are long-time admirers of the Brazilian forward and have put together a deal which would see £38m summer signing Malcom move to Stamford Bridge as a makeweight in the deal.
Willian was asked about a possible move after he struck the decisive blow as Chelsea beat the Toon 2-1.
BT Sport reporter Des Kelly said: “There’s been a lot of talk about your future, how do you see things at the moment?”
A puzzled Willian replied: “My future? My future is here at Chelsea. I don’t know what you’re talking about.”
Kelly then tried to fill a poker-faced Willian in on the situation, explaining: “There’s loads of newspaper stories but we haven’t got time to go through them all but you’re very happy?”
Willian replied “I haven’t seen newspapers” to which Pedro, standing next to him, added: ” Your future is here, I think.”
The Brazilian laughed and gave the thumbs up before shaking Kelly’s hand at the end of the interview.
Willian saw a proposed move to the Nou Camp fall through last year while Malcom was a £38m buy from Bordeaux.
However, the Brazil Under-20 international has failed to reach his potential and Barcelona are already prepared to listen to offers for him.
They moved for the 21-year-old having failed on three occasions to prise Willian from Stamford Bridge.
Chelsea refused offers of up to £65m in the summer but may now be more open to a deal, with Willian 31 in August and having 18 months left on his contract.
Boss Maurizio Sarri wants to strengthen rather than lose key players, but needs to lower the age of his squad.