According to French outlet Foot Mercato, Unai Emery is keen to strengthen his attacking options, with Azeez emerging as a key target.
The 25-year-old enjoyed a standout 2025/26 campaign, scoring 11 goals and providing eight assists in 34 league appearances, earning a place in the Championship Team of the Season.
Brighton & Hove Albion, Bournemouth and Ipswich Town have also been linked with the Nigerian international.
Millwall are reportedly demanding at least €20 million for the winger, who made his senior Nigeria debut in May and marked the occasion in style by scoring twice in a 2-0 victory over Zimbabwe, further boosting his growing reputation.
