The Blues have had two offers rejected for the 21-year-old, who is valued by the south coast club at around £100 million ($128.6m), and are expected to return with an improved third offer.
De Zerbi denied suggestions Caicedo has a verbal agreement to leave Brighton this summer and although unable to rule out a transfer, he insisted no agreement was imminent as negotiations between the two clubs -- who face each other on Saturday in a pre-season friendly -- continue.
"I didn't give my word for nothing," he said. "We didn't speak about the next transfer market window and for me, he is a player like the others.
"OK, we are Brighton and I can understand we have to sell any player at the end of the season like [Alexis] Mac Allister [who joined Liverpool in a deal which could be worth £55m].
"But at the moment, I have not received news that Caicedo can leave tomorrow or in the next week. I start the next season with Caicedo in my head in the first 11, for sure."
Asked about the fervent speculation surrounding Caicedo, De Zerbi continued: "Not everybody is speaking about him. I am not speaking about him... Chelsea maybe, but me? No. The situation is very clear, I think.
"At the moment Moises is a Brighton player. I spoke with [owner] Tony Bloom and he told me if the conditions don't change, Moises stays with us. For me it should be great news because it is difficult to find another player like Moises.
"If Moises leaves we have to find another player of the same level because we deserve to play the next season with the same level of midfielder. We deserve to play in the Europa League and we have to compete, and we want to compete at our best."
De Zerbi went on to raise the possibility of a swap deal involving Chelsea's Levi Colwill, who Brighton want to sign after the centre-back impressed during a loan spell last season.
"You have to ask me if Colwill wants to come in Brighton or not," he said. "You only ask about Moises.
"I don't know [if Colwill wants to come]. There are two questions. Not only about Caicedo, also about Colwill, and maybe it can be [a swap]."
Brighton are nearing a £15m ($19.3m) deal for Fiorentina defender Igor Julio and when asked whether that would affect the club's pursuit of Colwill, De Zerbi added: "No, no. Igor is a left centre-back. If we are closing Igor, we have to be ready in case Colwill stays in Chelsea.
"Maybe you have more information than me. He is a good player. He has the right quality and characteristic to play in the Premier League. It is a different league and competition but he can be a right player for us to complete the squad and to be important for us.
"I would like to play with Caicedo and Colwill together but at the moment I can only speak about Caicedo as Colwill is not one of my players."
Meanwhile, Chelsea have put technical director Christopher Vivell on gardening leave seven months after hiring him.
The German joined from RB Leipzig in December with a "global" remit but Chelsea have decided to strengthen the influence of co-sporting directors Paul Winstanley and Laurence Stuart.