The popular Argentine midfielder is not believed to be in the long-term plans of boss Harry Redknapp.
The Italians are the first club to make a move for the 26 year old, but their initial bid has been rejected by QPR.
His agent Luca Cominelli confirmed to Sky Sports that he was in talks to take his client away from Loftus Road.
"Alejandro does not appear to be in the plans of the manager, and that is football - there is no animosity between anyone," he told Sky Sports.
"We are looking at the options now and we are talking to clubs on the continent, there is big interest particularly from Italy, and from all over Europe."