The Premier League club have been banned by FIFA from bringing in new players for the next two transfer windows after breaking rules regarding the signing of foreign under-18 players.
Chelsea have appealed the decision, but their request to have the ban frozen during the appeal process was rejected by world football’s governing body.
Christensen, who has made just three Premier League appearances under Maurizio Sarri this season, claims that the squad have been told they won’t be able to leave in the off-season.
“The messages we’ve got are that Chelsea can’t appeal the case and therefore want to keep all the players,” he told Danish newspaper Ekstra Bladet.
“The situation I've ended up in has been very difficult to accept.”
Chelsea have arranged a deal to sign Christian Pulisic from Borussia Dortmund this summer, but Mateo Kovacic will return to Real Madrid at the end of his loan and Eden Hazard could follow after being persistently linked with a big-money move to the Spanish capital.
Christensen revealed last month that he almost left the club in January, with Bayern Munich and Barcelona showing interest, before being given assurances over his future with the Blues.
However, despite playing every minute of the club’s Europa League campaign, the Denmark international has made just two league appearances since then and has otherwise had to settle for a place on the bench.
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