The Hammers were reportedly trying to pull out all the stops to trump the Italians in the race for the soon to be out of contract Marseille star this summer.
The BBC's African football expert John Bennett took to Twitter on Wednesday night suggesting the Hammers were going all in for the pacy forward.
Ayew scored an impressive 11 goals in 29 games on the wing for Marseille last season and has become hot property in Ligue 1.
But West Ham now look set to miss out on one of their first choice targets after it was reported by Rete Sport that the Lupi had stolen a march on the East Londoners and tied up a deal to bring the 25-year-old to Italy.
The report claimed the official announcement would 'arrive within the next few hours, but the out of contract winger will leave Marseille and join Roma on a free transfer'.
He is believed to have signed a three-year deal with the Giallorossi, worth €2.5 million plus bonuses per season.
Ayew, who has also been linked with West Ham's fierce rivals Tottenham Hotspur, could well be the first sign that the club will struggle to get signings over the line while they remain without a manager following the departure of Sam Allardyce.
And with the Hammers' season starting before any other Premier League team on July 2, when they begin their Europa League qualifiers, the pressure to make an appointment who can start shaping a suitable squad is even more intense.