Pelle has previously spoken of missing Italy's beauty which has the south coast club worried he may be lured to Serie A when he still has 12 months remaining on his contract in the next summer window.
The 10-time Italy international last played in his country's top flight in 2013 with Parma having spent the past three-and-a-half years in Holland with Feyenoord and in the UK with Southampton and is believed to be pondering his homecoming.
The Saints would be loath to lose Pelle as he has scored 25 goals in 67 appearances in all competitions since his arrival, including six in 17 Premier League outings this season.
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