Internazionale director Walter Sabatini has flown to France to open negotiations for the transfer of Dalbert, Inside Futbol has claimed.
The Arsenal target is one of the many objectives for new manager Luciano Spalletti.
But the Nerazzurri will face competition.
The Gunners have already made a "big offer" for the 23-year-old according to transfer market expert Gianluca Di Marzio.
And Roma are also keeping an eye on the talented Brazilian.
The left-back has a contract with Nice until 2021 and if reports in Italy are to be believed, he will in the end choose Internazionale over Arsenal.