The defender is one who the Premier League club believe could replace Thiago Silva.
With the veteran, who turns 40 in September, likely to move on in the summer, Yoro may come into Stamford Bridge.
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However, Yoro being 18 is a question mark on whether he would be ready for the Premier League.
The Evening Standard states that Chelsea will continue with their policy of youth signings for the foreseeable future.
Securing Yoro may be a challenge, as Paris Saint-Germain and other top clubs are also interested.