But his future could be in England with Leicester and Atalanta discussing a €20m (£18m) transfer fee.
The Belgian has only a year left on his Atalanta contract and has no intention of renewing his deal.
Castagne has never hidden his desire to play in the Premier League and a move to the Foxes appeals to him.
He would become the third Belgium international at the King Power with Dennis Praet and Youri Tielemans.
Leicester recently sold Ben Chilwell to Chelsea for £50m (€55.8m) and Castagne could replace him.