Al Nassr is trying to bring the midfielder from Brazil to Saudi Arabia this month.
However, Sky Italia says that Roma is moving to keep Casemiro in Europe.
Roma has asked United for information about the situation of the midfielder and what is needed to close a deal.
Roma could act as Argentina International Leandro Paredes, 30, leaving next week's deadline, linked to Boca Juniors.
Casemiro is under contract with United until the summer of 2026 with an option for another year.
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