The Athletic Bilbao striker has agreed a Bosman move to Juve at the end of the season.
Tuttosport says a Juve delegation, including general manager Beppe Marotta, were in Madrid last week to finalise the June 9 legends charity event.
Then the conversation came around to Llorente and Perez quizzed Marotta: "But really, are you looking for a striker? Because you have a very strong one: Llorente.
"He's great, I'm sure he will do a lot and is going to do well in the Champions League. We also liked him, but our policy does not allow us to go to for a player from another team in the Liga."