Southampton are yet to make contact with Inter Milan legend Walter Zenga.
Zenga has been linked with the vacant manager's post at Saints.
Sky Sports says it was reported on Monday in some newspapers that owner Katherine Liebherr had given the green light for the approach to Zenga.
However, it is understood that this is not the case and the reports should be taken with a pinch of salt.
Zenga has also been linked with Crotone in Italy.