The Serie A champions have apparently been impressed by Pelle’s form, and they are plotting a January bid for the striker.
Pelle has scored 11 goals in 21 matches for club and country this term, and that extends his fine scoring run in England.
The 30-year-old has been a revelation ever since moving to England back in 2014, and he has netted on a consistent basis during his time in the Premier League.
Southampton are understood to be keen to keep hold of Pelle, but the south coast outfit have seen a number of their better players leave of late.
The Saints have dealt with a departures of some of their most key players well over recent times, but keeping hold of Pelle will be crucial.
The Italian is their main goal threat, and it will be imperative that he continues his fine form – if the Saints are to make it into Europe this season.