Lacroix, 26, will join Chelsea imminently for a reported fee of £52 million following an impressive two seasons at Selhurst Park.
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According to BBC Sport, Palace are now looking to add more to their defensive ranks with Le Guen, 19, on their shortlist.
The South London club have had success signing young centre backs from Ligue 1, with Jaydee Canvot impressing since coming into the squad following the exit of Marc Guehi in January.
Le Guen made his debut for current club Brest last season, going on to make six appearances, including the 1-0 defeat to PSG in May.
Palace are also interested in Augsburg defender Chrislain Matsima as a more first-team ready replacement for Lacroix.