Manchester United legend Beckham's five-year stay with Major League Soccer franchise the Los Angeles Galaxy comes to an end this weekend.
Karlsen told BBC Sport: "We are happy with our current squad but if there's a chance to get a player of Beckham's stature, we'd be foolish not to explore it.
"Right now we're trying to learn if Beckham's future ambitions are in sync with ours.
"I understand he's high in demand but it's natural for a player with his experience and quality. Let's see what the next few weeks bring.
"It's a privilege to be linked with world-renowned players like Beckham."