The Rennes midfielder arrived at Ewood Park for a trial spell but is thought to be too attack-minded for Graeme Souness, who is in the market for a defensive anchor man.
Instead, Delaye moved on to Merseyside on Tuesday, but he is unsure as to whether he has done enough to clinch a move to England.
"It is difficult to have an opinion after three training sessions," admitted the 28-year-old.
"Considering my situation at Rennes, I could not refuse those trials.
"However, I won't just play for any English club. It was an opportunity.
"I am fit and I am waiting for their answer.
"Abroad or not, I don't care, as long as I can play, have fun, and feel that people rely on me."