The 24-year-old winger has been linked with a move away from Bayer Leverkusen this summer due to interest from several clubs.
Aston Villa are pushing to get their hands on the player and even Italian champions Napoli are also in the race to sign him.
But it has been claimed that he is attracting real interest from Saudi Arabian club Al Nassr.
According to French outlet Foot Mercato, the Saudi outfit are preparing an opening offer for the Leverkusen winger.
It has been suggested that Al Nassr are likely to table a first offer of €35m to €40m this summer.
The Saudi outfit are keen to keep their spending spree going by signing Diaby in the ongoing transfer window.
Leverkusen are open to offers for him and are waiting for concrete bids to land on their table.
It remains to be seen whether the 24-year-old is prepared to move to Saudi Arabia at this stage of his career.