The veteran striker is available from Inter Milan this summer.
Asked about Alexis' return to the Zebrette, Nani said at his presentation media conference: "He is a great player, who has made Udinese history, I have also read it, but we have not yet taken it into consideration, the coach has just arrived, we will try with him to improve the team following his tactical indications.
"Then I understand that it is right to dream positively, you cannot live on dreams but dreams will make you live, but we are waiting for the names."
Nani also said: "We always try to improve the squad available, we intend to improve, not to revolutionize. Then as always someone will say goodbye and someone will arrive, but always trying to improve keeping in mind our core business, which is the development of talents."