The Slovenian stopper has an £89m release clause, but the Spanish paper writes that Chelsea will pay that in the next 24 hours as they look to push through the move.
Quizzed about the situation at his post-match news conference after Chelsea FC's 2-0 loss to Manchester City in the Community Shield on Sunday, Sarri said: "I am not interested in the agent". I want them to stay, because we have top players with the confidence.
"[But] If they decide to leave, I think we will continue with fantastic players".More news: Samsung Galaxy Note 9 With Exynos 9810 SoC Spotted on Geekbench
The potential deal is complicated by the fact that the transfer window slams shut on August 9 in England while the rest of Europe have until the end of the month to go about their business.
And his compatriot Luiz insists an exit was never on the cards.
"This is not the reality".
The Los Blancos have been linked to signing plenty of Chelsea players this season and left-back Marcos Alonso has joined that shopping list for Real Madrid.
Chelsea conclude their pre-season this evening at Stamford Bridge against Lyon (8.05pm) and start their Premier League campaign away at Huddersfield on Saturday (3pm).