The Portuguese side are keen to land the 19-year-old in a loan deal, according to the Daily Mail.
Fabio said: “If I have to be loaned out, I want it to be to Sporting. Sporting are a big club, with a big tradition.
“If it is to have more playing chances then there is no problem. The coach would like me to continue in the squad but my agent thinks I will not have many opportunities and so he has advised me to play elsewhere.
“A meeting is scheduled for the end of the season, so we can determine all that.”