Chelsea boss Antonio Conte wants to strengthen his attack by making two signings in the January transfer window, according to reports.
The Daily Mail says the former Italy manager is interested in signing Swansea striker Fernando Llorente, 31, as a back-up option to Diego Costa.
He is also targeting a move for West Ham winger Michail Antonio, who is the Hammers' top scorer in the Premier League this season with eight goals.
Llorente, meanwhile, has scored six goals in 17 league appearances for Swansea after joining from Sevilla in the summer.
The Daily Mail says Swansea have asked to sign Batshuayi on loan in exchange for Llorente, but Conte has made it clear that he wants to hold on to the Belgium international.
"I think that he's working very well, he's improving a lot, and I'm sure that, in the future, he will have his chance to play," the Italian coach was quoted as saying by ESPN about Batshuayi in December.
"He wants to stay. I repeat: He's a young player. We are talking about a player who is 23. He's starting his path in football.
"He has great talent, great potential, and I think it's very important for him as a footballer to complete this season [here]. He wants to stay, and I'm happy for this.
"But it's not easy to play in this league, and it's important to adapt in physical and tactical situations.
"We are working a lot with him and also the other players to improve this situation. For me, it's important to see great attitude and behaviour in each training session. That's the most important thing."
Chelsea hold a five-point lead at the top of the Premier League table and face champions Leicester City at the King Power Stadium on 14 January.