The Daily Mail says Kenyon is in negotiations with Milan about former world player of the year Kaka.
Although Kaka signed a contract at the San Siro earlier this year and claimed that he wanted to be ‘immortalised' in the same way as Paolo Maldini, Milan's failure to qualify for the Champions League has altered his position.
Milan are ready to sign Didier Drogba, and the Kaka deal could be linked to that. Milan vice-president Adriano Galliani said: "Chelsea have authorised us to begin negotiations with Drogba. Unfortunately, Chelsea will not sell Shevchenko."