The 16 year-old's agent has confirmed Real's interest this week.
"Yes, Vincent Thill is on Real Madrid's agenda," his agent Didier Philippe confirmed to Footmercato.
"There are scouting reports on [Zinedine] Zidane's table.
"What I cannot confirm is whether or not there has been a call."
Having already debuted for the senior Metz side on one occasion and having turned out for the Luxembourg national team six times - even scoring a goal in a friendly against Nigeria - the young forward is one of the most exciting prospects in all of Europe.