Cavani has had to play second fiddle to Mauro Icardi for the majority of the 2019/2020 season, making just nine Ligue 1 appearances and scoring two goals.
The 32-year-old Uruguayan’s contract expires at the end of the season and he has been linked with the likes of Manchester United and Atletico Madrid.
The Spanish club have made contact with PSG executives but sporting director Leonardo has confirmed that a bid has been rejected.
Cavani is eyeing more playing time after falling down the pecking order in Paris and would like to try his luck elsewhere.
With his future looking uncertain, the former Palermo striker has been left out of the squad for PSG’s last two games.
"Edinson Cavani has asked to leave. We are studying the situation," Leonardo told reporters.
"We had an offer from Atletico Madrid, but we did not accept it.
"I don't know how this is going to turn out. We are going to discuss more. We know the situation. It is not an easy one."
Cavani has been hugely successful since moving to France from Napoli in a £55m deal in 2013.
His total of 198 goals make him PSG’s all-time leading goalscorer.
Cavani has won five Ligue 1 titles during his time in France as well as four Coupe de France trophies and five Coupe de la Ligue titles.
