The Bosnian striker is contracted with the Giallorossi till 2020 but Roma can look to sell him in January or next summer. The club may not be willing to match the wage demands of the 32-year-old, and a potential move away from Italy could be on the cards.
Pellegrini knows Dzeko well as he managed him during his time at Manchester City. The Bosnian is a vastly experienced striker and would be a fantastic addition to the side despite his age.