The Dutch club want £9.5m for the 28-year-old striker, while Saints boss Ronald Koeman is also targeting Lex Immers and Twente forward Dusan Tadic
|7/1||Southampton are 7/1 with Paddy Power to be relegated in the 2014-15 season|
A bid for Tadic is being lined up but Southampton are already pressing ahead with their move for Pelle and have now opened talks with Feyenoord.
The Dutch club want at least £9.5m for Pelle and while Southampton's opening bid is short of that, talks are continuing and a deal is expected to be completed.
Pelle, who speaks fluent English, has scored 50 goals in his last two seasons in the Eredivisie. The 28-year-old Italian joined Feyenoord on loan from Parma in 2012 before making his stay permanent a year later.
Southampton are prioritising deals for Pelle and Tadic, who would be seen as like-for-like replacements for Rickie Lambert and Adam Lallana, ahead of Immers.