Ederson, 26, will be out of contract at Stade Gerland in the summer, having arrived from Nice four years ago.
Widespread reports in France and Italy said he had put pen to paper on a pre-contract with Lazio, but the player’s representative Antonio Caliendo insisted nothing had been confirmed.
"There is nothing concrete right now, but Lazio are among several interested parties," Caliendo told calciomercato.it.
"Lazio have been monitoring Ederson for around five years, but now they’ve made a clear step towards him.
"We’ll evaluate all of the possibilities that we are presented with - Inter and Juventus have monitored him in the past, but, right now, there is nothing definite with any team."
Ederson has played over 100 games for Lyon, scoring 10 goals. His only cap for Brazil came in a post World Cup friendly in 2010, during which he was injured.
Despite figuring strongly in his first two seasons with Les Gones, he has only made 20 appearances since the start of last season.