The Spanish international winger joined the Blues on an £18 million move over the summer transfer window.
“I told Pedro he should have stayed at the team but too many people got involved,” Alves was quoted as saying by Haberturk.
“Had he stayed he would have been happy here but we don’t make the decisions but if we did I would want him to stay for years.”
Pedro has three goals and two assists in 11 appearances in all competitions this season for the reigning Premier League champions.
Summer signing Arda Turan’s arrival may have signalled the end of Pedro’s time at the club but the Turkish international has yet to make a single appearance due to the FIFA transfer ban currently in place at the club.
The bearded winger is currently on international duty with Turkey ahead of key Euro 2016 qualification games as the FIFA ban does not apply to national team football.
Turkey take on the Czech Republic and then Iceland at home in their last two Euro 2016 Group A games.