Felix, 19, is deemed the next best thing in European football after an impressive debut season in the Benfica first-team.
But the Portuguese outfit will demand north of £100m for his signature this summer.
Sapo reports a United official is in Lisbon a having watched Felix play for Benfica on Saturday.
Scouts from CD Feirense, Real SC Massama, Everton FC, Macabi Tel Aviv, CF Benfica, Estoril-Praia, Montpellier HSC, Manchester United, Atletico Madrid, Boavista and Bayer Leverkusen were all in attendance to watch various players.
The Portuguese league champions beat Santa Clara 4-1, with the youngster nabbing a goal in the first-half, to secure another title.