The released Arsenal striker is currently a free agent and seeking a new club.
Lazio are keen, though not at the terms Welbeck's agents are currently demanding.
Welbeck is demanding a massive salary of around £100,000-a-week, as well as a whopping signing-on fee in the region of £5million.
The former Manchester United striker, who turns 29 in November, was signed by the Gunners for £16m in September 2014.
He has made 46 Premier League starts in those five years and played eight league games last season.