Batshuayi could be moved on after Olivier Giroud and Alvaro Morata pledged their commitment to the Blues for the upcoming campaign, and Goal understands the trio of Liga clubs are monitoring the situation.
Maurizio Sarri is weighing up how to manage his attacking options, with the club boasting four strikers, including Tammy Abraham who has already expressed his desire to stay and fight for his place at Stamford Bridge.
Reputable Spanish trio Sevilla, Atletico Madrid and Valencia are all decent options for Batshuayi should he make the move away from Chelsea, as he did in the latter part of the 2017-18 season at Dortmund.
And it is Andalusian club Sevila that are most confident of landing the player, should the Blues agree to sanction a temporary deal.
The 24-year-old almost joined the Liga side last January, but decided to move to Dortmund instead in a transfer triangle that involved Pierre-Emerick Aubameyang's switch to Arsenal and Giroud's arrival at Stamford Bridge.
Sevilla maintained a good relationship with the striker, who even apologised to the club's chairman Jose Castro Carmona after not moving to them having given his word.
With the potential loan signing of Batshuayi not a guarantee at this stage, Goal understands Pablo Machin's side are also in talks for Porto forward Vincent Aboubakar.
Atleti and Valencia are other suitors for Batshuayi but he would face sizable competition at both clubs, with his former team-mate Diego Costa leading the line in Madrid.
Dortmund were interested in signing the Belgium international on a permanent deal earlier in the summer, but were priced out of the move as Chelsea asked for more than £60 million ($78m).
Batshuayi scored nine goals in 13 starts for the Bundesliga outfit last season, while he struck once at the World Cup in Belgium's 5-2 win over Tunisia in the group phase.
Eden Hazard, who has also been linked with Madrid, did train on Monday, however, with the likes of Giroud and N'Golo Kante also having now returned to the club.