The powerful striker has flopped at Lazio since joining the club from Turkish side Fenerbahce and is expected to end his Italian adventure this month.
He is keen to return to Turkey with Fenerbahce, but it is not clear if the Yellow Canaries will be able to do a deal with Lazio, while he also has interest from England in the shape of Leeds.
Leeds have held talks over signing Muriqi, but now the Whites face competition from Russia as well with, according to Sky Italia, CSKA Moscow contacting Lazio.
The Russian side are big admirers of Muriqi and are looking at taking him to Moscow.
Scoring goals has been an issue for CSKA Moscow this season, with just 21 goals scored in 18 Russian Premier League games.
They have hit the back of the net 23 fewer times than league leaders Zenit St. Petersburg.
Lazio could agree to loan Muriqi out this month, but would prefer an obligation to buy be inserted into any agreement.