The Serie A club are reported to have offered £15 million for the 19-year-old, who burst onto the scene last season with 16 goals in 29 Eredivisie games.
Manchester clubs City and United have also been linked with a move for the Denmark international, who netted six times in Ajax's run to the Europa League final last term, where they were beaten by Jose Mourinho's side.
Ajax sporting director Marc Overmars insisted this week that he would resist any offers for Dolberg, while putting a €40m pricetag on Barcelona target Davinson Sanchez, and the teenage striker is not interested in departing the Johann Cruyff Arena.
"That's fine if I am not for sale," he told Ajax TV.
"I'm happy here, so there's no reason to leave."
"He's very experienced, so I hope I can learn something from him," Dolberg added.
"During training I have watched how he moves. I think we will talk a lot.
"He is a very good striker, who has scored a lot, so I do not think I am the first striker. I will have to earn it."