The veteran BVB skipper says the Brazilian hinted at a move before joking that his side would not be able to afford to pay the transfer fee for the forward
The German outfit will be in the market for a new star forward when Robert Lewandowski leaves the club for Bayern Munich at the season's end.
However, the veteran midfielder has joked that his club could scarcely afford the Brazilian's wages were he to move to Signal Iduna Park.
"Hulk asked me if he could play in Dortmund from the summer, but I don't know if we could afford him!" he told reporters.
Reflecting on the match, Kehl said that his side cannot afford to start thinking about the last eight, despite their 4-2 win in Russia, adding that the victory was entirely different to Saturday's 3-0 loss to Hamburg.
"It would be silly to say that the quarter-final place has been booked, because we still have a game to play yet," he said.
"Anything can happen in football, but we have taken a giant step forward. We've done a lot and scored four away goals. If we aren't stupid and work well, we should be able to get through after the home game.
"It was a completely different game [to Hamburg]. We were compact and used Zenit's errors to take our chances. In Hamburg, it was the other way around."