Willian was on Thursday linked with Barcelona, but Sarri ruled out the prospect of the Brazilian departing this month.
Chelsea, however, have not given up hope of changing Hudson-Odoi's mind, and Sarri - who picked the 18-year-old to start against Tottenham in the Carabao Cup semifinal first leg at Wembley on Tuesday - hit out at Bayern.
Chelsea boss Sarri is furious that Bayern sporting director HasanSalihamidzic said this week that they "definitely" want to sign Hudson-Odoi during the January transfer window as he "has the qualities which would fit very well" with the German champions.
But when Hudson-Odoi signed his first pro contract in 2018, his advisors made it clear that they would only commit up until 2020 as they were concerned at Chelsea's poor record of bringing through youth team players. Anything else, we will see. "I think it's impossible to lose him in January".
When asked why he preferred Pedro to Hudson-Odoi, Sarri said: 'Pedro is very important for us, for characteristics.
"I am happy with the player because is improving, improving a lot in the defensive phase".
If you look at it logically Chelsea's financial plan makes sense, because they can buy a proven player who has more than 100 appearances for Borussia Dortmund for less than £60m and sell a player an unproven one for nearly £40m.
Lampard has admired Hudson-Odoi's performances from afar and hopes the England Under-19 global is still a Chelsea player when the January transfer window closes. "You are better off getting your chance and if you get that chance then you have to take it", he said.
"He is one of the best (young players) in Europe", Robben told beIN Sports.
Marcos Alonso also believes Hudson-Odoi should reject Bayern and become a "great player" at Stamford Bridge.
I think there was a period where as fans we just wanted the world's best players in the Premier League but I think that's changed now.