Chelsea striker Romelu Lukaku netted a hat-trick for Belgium against Luxembourg in a pre-World Cup friendly last night and could be in high demand in the transfer market over the summer.
Lukaku was excellent on loan at Everton last season but it is still unclear whether he will be needed at Chelsea next term.
A number of sides are said to be keen to sign him either permanently or on loan, including Tottenham and Zenit Saint Petersburg, and Serie A runners-up Roma have reportedly already seen an offer rejected.
Di Marzio reports that Dortmund have become frustrated at how difficult it has been to persuade the two clubs who own Immobile - Juventus and Torino - to let him go and are starting to look elsewhere.
Reports recently suggested that Dortmund were close to agreeing a deal with Juventus but Torino were proving less keen to sell Immobile, who was their star of last season.
The German side are said to have made a provisional approach to Chelsea and are waiting to find out whether they would be able to take talks further.
So far Chelsea have seemed reluctant to listen to any offers for Lukaku as they haven't yet decided who will be in their attacking ranks for the new campaign.