The striker returned to Seoul recently after talks with Newcastle United and Portsmouth fell through.
Despite the setbacks, The 26 year-old is still keen to try his luck in the Premier League.
According to the Sports Chosun, Cho received an invitation from the London club last week.
"Cho decided to go one more time," a source close to the player told the newspaper.
"The terms of the invitation were encouraging. It is the last opportunity. If this falls through then Cho will probably turn around and head back to Korea or the J-League."