Batshuayi is in the final year of his contract with Chelsea and wants to leave the club after falling out of favour with Frank Lampard last season.
Chelsea are looking at options for the striker and he has been proposed as an option to newly promoted Leeds, who are considering making a move to sign him.
The White could face competition from Italy if they try to land Batshuayi though as Atalanta are keen.
According to Italian outlet Tutto Mercato, Atalanta have touched base to assess the possibility of taking Batshuayi to Bergamo this summer.
Atalanta are concerned about losing Duvan Zapata amidst interest from Juventus and the Serie A outfit are keen to secure a replacement soon.
They have Champions League football on the agenda next season after finishing third and a loan deal is mooted as potentially possible.
The Italian club are closely studying the option of signing Batshuayi as part of their plans to strengthen their squad.
Atalanta broke the record for the number of goals scored in a Serie A campaign by netting 98 goals last season.
