Pepe enjoyed a breakout year in Ligue 1 with Lille and is expected to leave this summer if the French side's £60million valuation is met.
His agent, Samir Khiat, further fuelled talk of Pepe's exit in an interview on French TV show L'Equipe Mercato.
'Nicolas is open to everything,' Khiat said.
'The aim is for him to sign in the right place. PSG is a possibility. Today, all parties need to reach an agreement. There are exchanges and discussions.
'He is wanted by a considerable number of clubs. For him the most important thing is to be wanted and to go to a good club in which he will play and continue to progress.