Simone Inzaghi is searching for a player to complete his midfield and Pereira has emerged as a top target.
The Biancocelesti have liked Pereira for a while and are stepping up their interest with the transfer window closing soon.
But Lazio, who are looking for some last-minute deals, could be the Belgian-Brazilian’s next port of call.
Di Marzio reports that the Rome club hope to close a deal for Pereira this week.
Lazio see him as having the right qualities to alternate with Luis Alberto in the midfield.
Pereira made 40 appearances in all competitions last season, including 18 Premier League starts.
However, after the restart he barely featured and the arrival of Donny van de Beek means he will leave Old Trafford.