The former Wigan Athletic man is also interesting QPR.
The main interest was reportedly coming from Leicester. Mercato 365 suggested that Leicester scouts watched him in action and are keen on bringing him in in, as Andrej Kramaric looks set to exit.
The same report also suggested that Aston Villa and QPR were also keeping an eye on the player.
Villa are rock bottom of the Premier League and could use all the help they can get. They have also been big movers in the Ligue 1 market recently. QPR on the other hand have worries over Charlie Austin's future and a new striker needs to be lined up.
However, Caen have now made it abundantly clear that they are not interested in selling the player.
Le10 Sport quote deputy director at Caen Xavier Gravelaine as insisting Delort is not for sale, with Marseille lurking.
Delort has previously played in England. He joined Wigan from Tours last summer but after just six months in the Championship and no goals in 11 appearances he headed back to France.
But this term he has been in great form for Caen, scoring seven goals in 20 appearances.