The Brazilian has reportedly snubbed the chance to stay in the Premier League after failing to agree personal terms with QPR, a decision which could pave the way for a switch to the Ligue 1 club where he would be reunited with former boss Carlo Ancelotti.
Leonardo also admitted the club are also targeting Inter's Thiago Motta but insists an agreement with the Serie A side is long way off.
"Thiago Motta and Alex? For both, there is a possibility. But for now, nothing is done," Leonardo told L'Equipe.