The 21-year-old continues to be heavily linked with a move to Stamford Bridge this summer.
Chelsea have seen three bids rejected for the Ecuador international, the latest believed to be worth £80million.
Caicedo was named Players’ Player of the Year and Fans’ Player of the Year at an event on Tuesday night.
According to Sussex World, the Ecuador international told multiple attendees that he wants a move this summer.
“Thank you to everyone for everything and all the fans for your support in every game. I’m so happy,” Caicedo said on stage.
He later won the Fans’ Player of the Season award, before saying: “Thank you, fans. Without your support, it wouldn’t be possible. I do this for my family; they are my inspiration.”
There is still a gap between the two clubs’ valuations of the 21-year-old, but Chelsea remain hopeful they can seal a deal.
Caicedo played 37 of Brighton‘s 38 Premier League matches, as they enjoyed their most successful season in history, securing Europa League football.
Brighton signed the Ecuador international in 2021 in a £4m deal from Independiente del Valle.
Caicedo pushed for a transfer to Arsenal in January but Brighton stood firm and tied him down to a new long-term contract in March.
Soccerhuz.com understands they will not let the 21-year-old leave for less than £100m.
Chelsea remain in talks with Caicedo’s teammate Robert Sanchez, who looks set to link up with former Seagulls coach Ben Roberts at Stamford Bridge.
