Nani has a year left to run on his current deal and the big-spending French outfit could offer him a lucrative move to the principality.
Vasilyev has not ruled out a bid for the 26-year-old towards the end of the summer transfer window.
"He has been proposed to us," Vasilyev told L'Equipe. "He is a very good player, but there have been no talks so far.
"We have already changed our group quite a bit and we also want to offer opportunities to our young players.
"We still have time to make a few alterations before the end of the transfer window, if needed."