Veiga spent the second-half of last season on-loan with Juventus and is available from Chelsea for the right price.
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Sky Deutschland's Florian Plettenberg is reporting several clubs from across Europe have made enquiries with Chelsea for the defender.
And Veiga can leave this summer for a price of £25-30m.
Wolves and Bournemouth expressed interest in January before Juve stepped in and now Atletico are keen. The Madrid giants are said to be preparing a bid for Chelsea's consideration in the coming week.