Anderson is due back at Lazio after holiday in Brazil and the report claims he will immediately inform the Italian side of his desire to quit the club.
West Ham's interest in the attacker is referenced in the report.
The Hammers have been trying to pull off a deal to sign Felipe Anderson over the last month, and negotiations with Lazio are ongoing.
Anderson's planned transfer request could help force the issue.
With teams beginning pre-season training this month, it is understandable Anderson wants his future resolved and is ready to push the issue.