The Baggies are seeking around £5 million for the former Real Madrid Castilla star.
"He has had a great season. He is a good footballer. I know that his people like us," Sevilla's assistant Luis Tevenet told the Birmingham Mail.
"He wants to come to Sevilla but the negotiations, as we all know, are very time consuming. There is a club, the player, and surely there will be other teams that want him as well."
Valero said: "I hope to reach an agreement because I want to stay in Spain. If there are multiple options, I would need to sit down and analyse them, but Sevilla is a very attractive team. I know that there is a good life and the atmosphere and everything has grown, it is an interesting destination.
"If an agreement is reached, I would love to play for Sevilla. The team is remarkable and has very good players. They will play in the Champions League next year and have won the Copa del Rey so their resume in recent years is impressive."
"It gets tricky," added Tevenet. "But I am sure that, in the end, the feelings of the player, will hold sway."