The Dutchman, who has previously managed PSV Eindhoven, is hoping to get a Premier League chance.
Per Belgian reports, the Foxes may be considering the ex-Real Madrid striker to replace Enzo Maresca.
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The latter has signed for Chelsea in a multi-year deal, while Leicester have other issues going into the new season.
The club are in danger of breaching Premier League financial rules after promotion from the Championship.
Leicester could find themselves docked points before the new season even begins.