The left-back was linked with the French outfit during the summer, but the Rosanero opted to keep hold of him for at least one more campaign.
"Federico has asked me to sell him to PSG," Rosanero President Maurizio Zamparini told RMC on Tuesday. "I intend to meet his request.
"PSG director Leonardo has asked for him, but I told him that the player will remain with us until the end of the season.
"In the meantime, we are already looking for his replacement."