Al Hilal signed Sergej Milinkovic-Savic from Lazio earlier in the summer and are keen to bring in his Serbia team-mate Mitrovic.
Fulham have already rejected bids from Al Hilal and have been determined to hold on to the striker.
Al Hilal have made progress in talks with Fulham but still there are disagreements over getting a deal over the line.
Mitrovic remains their top target but according to Italian journalist Rudy Galetti, the Saudi side are considering other alternatives.
The trouble they are facing in finding an agreement with Fulham has forced them to look at other options.
Talks are still ongoing between the two clubs but Al Hilal are now looking at other targets as well.
Sevilla’s Youssef En-Nesyri is one of the players Al Hilal are looking at as an alternative to Mitrovic.
The Serbian has made it clear to Fulham that he wants the Saudi move and has already agreed a contract with the club.