The Blues have already spent huge on a number of high-profile additions in 2020.
However, La Lazio Siamo Noi claims that the London outfit are closely monitoring Moro’s situation at Stadio Olimpico.
The 18-year-old forward has made just one substitute appearance since his move to Italy.
The report suggests that Spain Under-18 international has started to consider his long-term future.
Chelsea are said to be among a number of clubs who are considering a move for the teenager, who has 18 months left to run on his contract.