Castagne, 24, has been one of the breakout stars of Gian Piero Gasperini’s impressive Atalanta side.
The seven-time Belgium international came off the bench for Atalanta in their Champions League defeat to potential employers PSG on Wednesday.
And Di Marzio reveals that the Parisians ‘really like’ Castagne, as do English side Leicester.
However, before opening talks with Atalanta, PSG want to focus on the Champions League final stages.
With his contract ending in June 2021, Castagne is poised to leave Atalanta this summer.
Since joining from Genk in 2017, he has made 96 appearances for the Bergamo club as both a right and left-back.
In June, he admitted that he couldn’t say no if a club such as PSG came calling.
“You have to be honest with yourself,” Castagne told La Derniere Heure. “When a team like PSG or Tottenham come knocking on your door, you can’t say ‘no’.”
Atalanta face losing not only Castagne, but their other impressive right wing-back Hans Hateboer.
In an interview with Voetbal International, 26-year-old Hateboer said he is ready for the next step.
“I’m ready for something new,” said Hateboer. “Last season has been incredible, but I don’t think it will be topped.”
The Dutchman almost joined Valencia for €12m two years ago, but Atalanta demanded €15m and wouldn’t budge.
Clubs in England and Spain have an interest in Hateboer, who made 42 appearances last season.