The Blues striker has started just one game in the last seven and was not introduced until the 94th minute at Stoke last Saturday.
The 25-year-old admits he is getting frustrated with the lack of opportunities at Stamford Bridge.
He told The Guardian: "I think I can talk to the club and see what my position is because it's frustrating to not get involved knowing that you're playing better than others.
"I did speak to Carlo Ancelotti. He is an understanding man. He knows what I feel as a player because he played before."
The Ivorian, who signed for the West London giants from Feyenoord in 2006, wants to be first choice striker and if it's not at Chelsea, then it might have to be at another club.
"Of course. I think about it all the time," Kalou says.
"That's what my goal is (to be the first choice). If you look at those statistics, if I play double the games, I'm sure I can do better than that.
"I think people know and I think the club know - they never let me go or try to sell me. I believe that my time is coming at Chelsea, and if it's not at Chelsea it will be at another team."