Jurgen Klopp's side had a £75 million offer for the France international rejected by the Ligue 1 club last summer.
Arsenal were also keen on Lemar as a replacement for Alexis Sanchez, who was on the brink of joining Manchester City, but Arsene Wenger’s side were unable to agree a fee for the 22-year-old.
Both Liverpool and Arsenal are expected to launch new offers for Lemar at the end of the season, and Monaco have hinted that they would be open to selling the midfielder.
Speaking to Telefoot, Vasilyev was asked about Lemar’s future and warned interested clubs: "Good luck to those who want him.