Lucio will meet with Fenerbahce officials at some stage this week, says Sky Sport Italia.
The 34-year-old will quit the Nerazzurri this summer and a move to Turkey is expected for the Brazilian international.
Tribal Football Staff are dedicated to the football tribes from all over the world. Our team is passionate about delivering football news to our hundreds of thousands of followers in all the corners of the globe. Football is life, It never stops, Neither do we.