Menez joined the Giallorossi less than two years ago, but as reportedly fallen out with coach Claudio Ranieri.
Il Corriere Dello Sport says Menez has been frozen out by his coach following their clash with CSKA Sofia in the Europa League.
Menez is keen on leaving Roma in order to get regular first-team action ahead of the World Cup.
Roma are reported to be ready to sell Menez for around €10million and both Marseille and Lyon are keeping tabs on the forward.