The 20 year old Dutchman will join in the summer on a 5 year deal, worth 12 million pounds.
Speaking to Sky, Robben spoke out about his upcoming move.
"I want this season to finish very well at PSV and then join Chelsea."
"I'm looking forward to playing there and I want to win prizes.
"My main goal is to win prizes.
"I don't think I'm too young to go abroad, you're never too young when you're good enough. You make steps and, when you get a chance, you have to take it.
"I'm not afraid. I'm looking forward.
"Chelsea are a very big club, a fantastic club, and I'd like to be in the squad.
"It's my decision. I want to play for Chelsea and, of course, before Chelsea, Manchester were also interested but, finally, I will play for Chelsea and I think it's a very good decision and I'm very glad it's over now."