The News of the World says Lazio have asked the £500,000-rated French defender's agent for DVDs of him in action after receiving glowing reports about Collin, 21, - despite Gretna toiling in the SPL.
His agent Simon Stainrod said: "I got a call on Thursday from an agent representing Lazio asking me to supply some DVDs of Aurelien, which I'm now doing. An Italian team being interested might surprise people because of Gretna's position.
"But when Aurelien was in France with Amiens he was rated very highly and a few of the bigger French sides were keeping an eye on him, but he went to Real Mallorca before Gretna signed him at the start of this season.
"I know a few English clubs have had a look because he's a big athletic lad."
Gretna boss Davie Irons admitted: "We're aware there's been a bit of interest in Aurelien."