The Italian Serie A side is among several European clubs vying for the 23-year-old and could pay up to approximately $15.76 million to secure him in the summer transfer window which opens on July 1, according to the Uol news portal.
Caio, member of the Brazil squad that won the football gold medal at last year's Rio Olympics, has made 223 first-team appearances for Sao Paulo since being promoted from the club's youth academy in 2011, reports Xinhua news agency.
He recently signed a new contract tying him to the Brazilian outfit until 2021.
Lazio finished fifth in Italy's top flight last season, 21 points behind leaders Juventus.
(This story has not been edited by Social News XYZ staff and is auto-generated from a syndicated feed.)
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