Batshuayi joined the Premier League outfit with massive expectation due to his £33.2m (R551m) transfer fee but was often left frustrated by his bit-part role at Stamford Bridge.
However, a loan move to Dortmund in the January transfer window rekindled the impressive form that made his one of Europe's most sought after attackers.
The Belgium international scored nine goals in his first 14 games before injury curtailed his progression for the rest of the season.
"Dortmund was a great experience for me," he told London Evening Standard. "They welcomed me very warmly. I was in a good environment and you could see that on the pitch.
"It was a while since I had played so much. I can't remember being allowed to play two games in a row at Chelsea. It was good to gain confidence.
"I don't have a preference; they're two beautiful clubs. My focus is on the World Cup right now and I don't want to think about what happens afterwards."
Batshuayi was named in Roberto Martinez provisional 30-man FIFA World Cup squad on Monday.