Allan is considering his future at Everton.
The Brazil international has been linked with a return to Serie A to reunite with former manager Maurizio Sarri at Lazio.
TMW reports Sarri remains an admirer of the midfielder, having worked with him at Napoli.
Speaking on his future, Allan previously said: "I have respect for what is written but no signal has reached me. I think my professional destiny will remain unchanged. I'll stay at Everton, as far as I know.
"I'm happy in England, I have the trust of a club I'm proud of, with impressive facilities and to which I owe respect."
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