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Despite interest from Liverpool, the Blues snapped up the French winger for a fee of £13 million in the summer of 2007.
The Ligue One Player of the Year signed a three-year contract and he effectively came in as a replacement for Arjen Robben, who joined Real Madrid that same window for a fee of £24 million.
Malouda had tore it for Lyon wearing the No.7 and was hopefully of wearing the same number again at Stamford Bridge.
However, with Andriy Shevchenko in possession of it, Mourinho's response was swift and to the point.
"My first conversation with Jose Mourinho was great. I was so relieved to have got the green light to travel to London to finalise my contract," Malouda told Ladbrokes at the launch of their 5-a-side bet on Chelsea vs Tottenham this weekend.
"We talked for a while about which number I was going to wear. In France I wore the number seven shirt, so I asked Jose about the availability of that. He said 'No, Sheva [Andriy Shevchenko] is number seven. Forget about it'."
The shirt number did became available the following summer as Shevchenko went back to AC Milan on loan but wasn't occupied until Ramires took it after signing from Benfica in 2010.
Instead, Malouda wore the No.15, previously sported by his former Guingamp teammate Didier Drogba, in the entirety of his Chelsea stint.
"[I asked Mourinho] Which numbers are available, then?" Malouda continued.
"[He told me] 'Your brother Didier wore number 15 for a couple of seasons when he arrived, before he changed to number 11, so why don't you wear that? Take your brother's number'."
Malouda played 228 times for Chelsea, scoring 45 goals and winning the Premier League, FA Cup and Champions League.
He was released in 2013 after a season of being forced to train with the Under 21 squad.