The Italian has been in talks with Flamengo over a permanent move for the 20-year-old, who spent last season on loan with Cagliari after moving to Serie A in January.
Adryan is a highly-rated attacking midfielder and was briefly linked to Manchester United before revealing that he turned down a move after realising his first-team opportunities would be limited at Old Trafford.
A deal for the creative Adryan could be wrapped up before the weekend and Cellino explained that the player is keen to move to the Championship side.
He said: "The player wants to come to Leeds, that's not the issue. I know him well and he is a special talent.
"But this is a complicated deal. There is still talking to do with Flamengo and the player's agent."
The talented Adryan was a reported target for United back in 2012, but the South American explained why a move to the Premier League was not for him during the formative stages of his career.
"Man United did talk to me and showed interest," he told Globo Esporte. "But I was not interested in moving at that point. Let's see if something adequate comes up in the future.
"I don't think about going to Europe so quickly, things need to be done step by step.”
Adryan has played for Brazil at every age level from Under-15 to Under-20s.
Meanwhile, Dave Hockaday's Leeds side shrugged off the disappointment of their opening day defeat to Millwall with back-to-back victories last week.
The Elland Road outfit beat Accrington Stanley 2-1 in the League Cup before Billy Sharp struck a late-winner to see off the challenge from Middlesbrough in the Championship on Saturday.