The 23-year-old's Gunners contract is set to expire at the end of the season.
And the club are yet to reach an agreement when it comes to a new deal despite reports he would "love" to stay. The Italian giants are prioritising the signing of a striker in the summer window as they look to replace Zlatan Ibrahimovic and Divock Origi. But with the futures of trio Ante Rebic, Charles De Ketelaere and Rafael Leao all uncertain, a wide forward is also being targeted.
And Nelson could fit the mould as he has shown flashes of brilliance this season, despite limited game time. Nelson's standout moment in the 2022/23 campaign came when he struck a sensational last-minute winner against Bournemouth last month.
